+4.4%
TLT vs FIVN
+243.6%
-239.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -2.7% | -19.2% | +16.4% | -2.7% |
| 6M | -4.1% | +29.4% | -33.5% | -4.1% |
| YTD | -5.4% | +36.3% | -41.6% | -5.4% |
| 1Y | -7.0% | +33.5% | -40.5% | -7.0% |
| 3Y | +2.8% | -56.8% | +59.7% | +2.8% |
| 5Y | -35.4% | -83.0% | +47.6% | -36.1% |
| 10Y | -13.1% | +87.3% | -100.4% | -7.1% |
| All | +4.4% | +243.6% | -239.2% | +16.7% |
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 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