-7.0%
TLT vs FIVN
+29.8%
-36.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.4% |
| 7D | -3.1% | -2.8% | -0.3% | -3.1% |
| 30D | +1.0% | -17.4% | +18.5% | +1.3% |
| 3M | -2.7% | -19.2% | +16.4% | -2.5% |
| 6M | -4.1% | +29.4% | -33.5% | -4.4% |
| YTD | -5.4% | +36.3% | -41.6% | -6.0% |
| 1Y | -7.0% | +33.5% | -40.5% | -7.6% |
| All | -7.0% | +29.8% | -36.9% | -7.6% |
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 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