+1,066.7%
TER vs FIVN
+91.3%
+975.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.2% | +8.0% |
| 7D | +5.9% | -22.8% | +28.7% | +12.1% |
| 30D | -30.8% | -21.3% | -9.5% | -27.1% |
| 3M | -29.9% | -14.0% | -16.0% | -28.6% |
| 6M | -27.5% | +31.1% | -58.6% | -35.6% |
| YTD | +37.5% | +40.0% | -2.5% | +15.1% |
| 1Y | +50.3% | +38.1% | +12.2% | +26.0% |
| 3Y | +204.9% | -55.7% | +260.6% | +239.5% |
| 5Y | +89.2% | -82.5% | +171.7% | +161.5% |
| All | +1,066.7% | +91.3% | +975.3% | +726.8% |
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