-39.0%
U vs FIVN
-72.4%
+33.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.5% |
| 7D | -3.8% | -2.3% | -1.5% | -2.5% |
| 30D | +17.5% | +12.4% | +5.1% | +6.7% |
| 3M | +38.7% | +36.0% | +2.7% | +10.5% |
| 6M | +104.4% | +86.0% | +18.4% | +26.5% |
| YTD | -5.7% | +65.9% | -71.6% | -37.1% |
| 1Y | +3.7% | +26.5% | -22.8% | -18.1% |
| 3Y | +12.3% | -54.2% | +66.5% | +60.5% |
| 5Y | -68.8% | -80.5% | +11.6% | -25.4% |
| All | -39.0% | -72.4% | +33.3% | +25.6% |
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 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