+104.2%
UAL vs FIVN
+105.2%
-1.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.5% |
| 7D | -1.1% | -9.6% | +8.5% | +0.7% |
| 30D | -13.4% | -11.9% | -1.5% | -11.7% |
| 3M | -2.3% | +40.1% | -42.4% | -9.2% |
| 6M | +13.3% | +68.3% | -55.0% | -0.3% |
| YTD | -4.2% | +51.5% | -55.7% | -14.3% |
| 1Y | +1.4% | +15.1% | -13.7% | -4.7% |
| 3Y | +125.8% | -55.6% | +181.4% | +138.3% |
| 5Y | +130.0% | -82.4% | +212.4% | +158.4% |
| 10Y | +104.2% | +114.5% | -10.2% | +46.3% |
| All | +104.2% | +105.2% | -1.0% | +46.3% |
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