-34.9%
TLT vs FIVN
-82.0%
+47.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -0.3% | -9.6% | +9.3% | -0.1% |
| 30D | 0.0% | -11.9% | +11.9% | +0.2% |
| 3M | -2.9% | +40.1% | -43.0% | -3.7% |
| 6M | -6.3% | +68.3% | -74.6% | -7.6% |
| YTD | -3.3% | +51.5% | -54.8% | -4.6% |
| 1Y | -4.2% | +15.1% | -19.3% | -4.9% |
| 3Y | -1.7% | -55.6% | +53.9% | -0.1% |
| 5Y | -34.9% | -82.4% | +47.6% | -34.7% |
| All | -34.9% | -82.0% | +47.2% | -34.7% |
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 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