+476.5%
V vs FIVN
+92.2%
+384.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -0.4% | -17.4% | +17.1% | +2.1% |
| 30D | +6.3% | -20.4% | +26.7% | +9.3% |
| 3M | +17.2% | -9.6% | +26.8% | +17.7% |
| 6M | +29.2% | +34.7% | -5.4% | +20.8% |
| YTD | +20.8% | +40.6% | -19.8% | +10.4% |
| 1Y | +25.0% | +34.3% | -9.3% | +14.9% |
| 3Y | +75.3% | -55.5% | +130.8% | +85.3% |
| 5Y | +105.8% | -82.5% | +188.3% | +144.8% |
| All | +476.5% | +92.2% | +384.4% | +318.6% |
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 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