+208.9%
W vs FIVN
+92.2%
+116.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -1.7% | -17.4% | +15.8% | +7.5% |
| 30D | +3.2% | -20.4% | +23.6% | +14.9% |
| 3M | +8.3% | -9.6% | +17.9% | +10.2% |
| 6M | +84.3% | +34.7% | +49.6% | +44.5% |
| YTD | +11.0% | +40.6% | -29.6% | -21.2% |
| 1Y | -0.2% | +34.3% | -34.5% | -27.6% |
| 3Y | +157.9% | -55.5% | +213.4% | +228.9% |
| 5Y | -56.8% | -82.5% | +25.7% | -4.8% |
| All | +208.9% | +92.2% | +116.7% | +235.6% |
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