+44.5%
UDR vs FIVN
+115.6%
-71.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -3.4% | -11.3% | +7.9% | -2.4% |
| 30D | -5.4% | -7.3% | +1.9% | -4.9% |
| 3M | -10.0% | +41.7% | -51.7% | -13.0% |
| 6M | -2.5% | +78.3% | -80.8% | -8.5% |
| YTD | -1.1% | +50.9% | -52.0% | -6.1% |
| 1Y | -3.9% | +19.7% | -23.6% | -7.0% |
| 3Y | +3.4% | -55.7% | +59.2% | +7.2% |
| 5Y | -18.9% | -82.6% | +63.7% | -13.1% |
| All | +44.5% | +115.6% | -71.1% | +29.0% |
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