+313.1%
SCHD vs FIVN
+280.5%
+32.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.1% | -11.3% | +8.2% | -2.2% |
| 30D | -0.8% | -7.3% | +6.5% | -0.3% |
| 3M | +6.2% | +41.7% | -35.5% | +2.7% |
| 6M | +11.8% | +78.3% | -66.4% | +5.3% |
| YTD | +26.0% | +50.9% | -24.9% | +19.9% |
| 1Y | +28.1% | +19.7% | +8.5% | +24.2% |
| 3Y | +54.6% | -55.7% | +110.3% | +59.8% |
| 5Y | +60.3% | -82.6% | +142.9% | +73.6% |
| 10Y | +242.1% | +113.6% | +128.5% | +198.6% |
| All | +313.1% | +280.5% | +32.6% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling