+21.2%
UL vs FIVN
-55.7%
+76.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.6% |
| 7D | -3.2% | -9.6% | +6.4% | -3.1% |
| 30D | -0.6% | -11.9% | +11.3% | -0.4% |
| 3M | +9.4% | +40.1% | -30.6% | +9.1% |
| 6M | -4.1% | +68.3% | -72.5% | -4.6% |
| YTD | -2.0% | +51.5% | -53.5% | -2.5% |
| 1Y | -9.0% | +15.1% | -24.1% | -9.1% |
| All | +21.2% | -55.7% | +76.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling