+62.5%
T vs FIVN
+86.2%
-23.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | +2.5% | -2.8% | +5.4% | +2.6% |
| 30D | -3.8% | -17.4% | +13.6% | -3.3% |
| 3M | -8.7% | -19.2% | +10.4% | -8.4% |
| 6M | -8.1% | +29.4% | -37.5% | -9.6% |
| YTD | -6.4% | +36.3% | -42.7% | -8.4% |
| 1Y | -9.8% | +33.5% | -43.2% | -11.6% |
| 3Y | +65.5% | -56.8% | +122.3% | +69.2% |
| 5Y | +57.0% | -83.0% | +139.9% | +64.2% |
| All | +62.5% | +86.2% | -23.7% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling