-22.7%
U vs FIVN
-77.3%
+54.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.1% | +8.3% | +7.0% |
| 7D | +2.6% | -2.8% | +5.4% | +4.1% |
| 30D | +27.6% | -17.4% | +45.0% | +37.9% |
| 3M | +15.3% | -19.2% | +34.5% | +24.3% |
| 6M | +96.4% | +29.4% | +67.0% | +52.2% |
| YTD | +19.6% | +36.3% | -16.7% | -14.5% |
| 1Y | +42.1% | +33.5% | +8.7% | +2.2% |
| 3Y | +87.5% | -56.8% | +144.4% | +159.6% |
| 5Y | -73.1% | -83.0% | +9.8% | -32.6% |
| All | -22.7% | -77.3% | +54.6% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling