+64.4%
UL vs FIVN
+118.5%
-54.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.6% |
| 7D | -3.4% | -7.8% | +4.4% | -3.0% |
| 30D | +0.5% | -1.7% | +2.2% | +0.5% |
| 3M | +7.2% | +47.2% | -40.0% | +4.7% |
| 6M | -3.1% | +82.7% | -85.8% | -7.0% |
| YTD | -2.7% | +52.9% | -55.6% | -5.9% |
| 1Y | -10.2% | +17.5% | -27.7% | -11.9% |
| 3Y | +20.3% | -55.8% | +76.1% | +24.3% |
| 5Y | +19.9% | -82.3% | +102.3% | +30.3% |
| All | +64.4% | +118.5% | -54.2% | +38.5% |
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 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