+1,842.6%
UMC vs FIVN
+118.5%
+1,724.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.2% |
| 7D | +9.0% | -7.8% | +16.8% | +10.2% |
| 30D | +17.2% | -1.7% | +19.0% | +17.2% |
| 3M | +11.4% | +47.2% | -35.8% | +3.0% |
| 6M | +137.5% | +82.7% | +54.8% | +108.3% |
| YTD | +193.1% | +52.9% | +140.2% | +163.2% |
| 1Y | +240.3% | +17.5% | +222.8% | +219.5% |
| 3Y | +262.2% | -55.8% | +318.0% | +291.0% |
| 5Y | +143.1% | -82.3% | +225.5% | +192.7% |
| All | +1,842.6% | +118.5% | +1,724.0% | +1,600.3% |
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