-53.1%
W vs FIVN
-82.8%
+29.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -7.4% | -22.8% | +15.4% | +5.5% |
| 30D | +7.8% | -21.3% | +29.1% | +21.2% |
| 3M | +10.9% | -14.0% | +24.9% | +15.8% |
| 6M | +86.4% | +31.1% | +55.3% | +45.9% |
| YTD | +14.0% | +40.0% | -26.0% | -21.1% |
| 1Y | +3.5% | +38.1% | -34.6% | -28.2% |
| 3Y | +164.8% | -55.7% | +220.4% | +260.2% |
| 5Y | -53.1% | -82.5% | +29.4% | +31.5% |
| All | -53.1% | -82.8% | +29.7% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling