+101.1%
UAL vs FIVN
+99.4%
+1.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.8% |
| 7D | +12.5% | -22.4% | +34.9% | +17.2% |
| 30D | +12.2% | -23.8% | +36.0% | +17.1% |
| 3M | -2.6% | -19.5% | +16.9% | +0.1% |
| 6M | +21.1% | +25.6% | -4.5% | +13.2% |
| YTD | +7.8% | +38.4% | -30.6% | -2.8% |
| 1Y | +25.4% | +33.7% | -8.3% | +13.8% |
| 3Y | +217.3% | -56.2% | +273.5% | +234.0% |
| 5Y | +132.9% | -82.9% | +215.8% | +161.9% |
| 10Y | +101.1% | +103.6% | -2.5% | +52.3% |
| All | +101.1% | +99.4% | +1.8% | +52.3% |
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