+4.9%
TLT vs FIVN
+254.6%
-249.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.7% | -17.4% | +14.7% | -2.7% |
| 30D | +2.2% | -20.4% | +22.5% | +2.2% |
| 3M | -1.7% | -9.6% | +7.9% | -1.7% |
| 6M | -4.0% | +34.7% | -38.6% | -4.0% |
| YTD | -4.9% | +40.6% | -45.5% | -5.0% |
| 1Y | -7.4% | +34.3% | -41.7% | -7.4% |
| 3Y | +3.0% | -55.5% | +58.5% | +3.0% |
| 5Y | -35.1% | -82.5% | +47.4% | -35.8% |
| 10Y | -12.7% | +93.2% | -106.0% | -6.7% |
| All | +4.9% | +254.6% | -249.7% | +17.2% |
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