+76.1%
TER vs FIVN
-83.3%
+159.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.5% |
| 7D | -8.9% | -22.4% | +13.5% | -4.5% |
| 30D | -39.1% | -23.8% | -15.3% | -36.0% |
| 3M | -32.8% | -19.5% | -13.2% | -30.7% |
| 6M | -31.7% | +25.6% | -57.3% | -37.8% |
| YTD | +26.9% | +38.4% | -11.5% | +8.6% |
| 1Y | +33.6% | +33.7% | -0.1% | +15.3% |
| 3Y | +181.5% | -56.2% | +237.7% | +220.5% |
| 5Y | +76.1% | -82.9% | +159.0% | +155.0% |
| All | +76.1% | -83.3% | +159.4% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling