+1,864.2%
TER vs FIVN
+318.5%
+1,545.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.0% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | -8.3% | +12.4% | -20.7% | -11.5% |
| 3M | -12.2% | +36.0% | -48.2% | -20.0% |
| 6M | +17.1% | +86.0% | -68.9% | -3.8% |
| YTD | +84.7% | +65.9% | +18.7% | +54.1% |
| 1Y | +199.9% | +26.5% | +173.4% | +167.7% |
| 3Y | +232.8% | -54.2% | +287.0% | +266.3% |
| 5Y | +198.6% | -80.5% | +279.0% | +281.6% |
| 10Y | +1,669.7% | +109.6% | +1,560.1% | +1,313.3% |
| All | +1,864.2% | +318.5% | +1,545.7% | +1,308.6% |
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