-5.9%
TLT vs FIVN
+15.3%
-21.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -1.6% | -11.3% | +9.7% | -1.5% |
| 30D | -1.3% | -7.3% | +6.0% | -1.3% |
| 3M | -3.7% | +41.7% | -45.4% | -3.9% |
| 6M | -6.4% | +78.3% | -84.6% | -6.8% |
| YTD | -4.5% | +50.9% | -55.3% | -5.1% |
| 1Y | -5.9% | +19.7% | -25.5% | -7.7% |
| All | -5.9% | +15.3% | -21.1% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling