+19.2%
UL vs FIVN
-82.6%
+101.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -4.1% | -11.3% | +7.2% | -3.7% |
| 30D | -1.2% | -7.3% | +6.1% | -1.0% |
| 3M | +6.0% | +41.7% | -35.7% | +4.6% |
| 6M | -5.5% | +78.3% | -83.7% | -7.8% |
| YTD | -3.3% | +50.9% | -54.2% | -5.3% |
| 1Y | -9.8% | +19.7% | -29.5% | -10.8% |
| 3Y | +20.1% | -55.7% | +75.9% | +23.8% |
| 5Y | +19.2% | -82.6% | +101.8% | +26.5% |
| All | +19.2% | -82.6% | +101.8% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling