+279.5%
UNP vs FIVN
+115.6%
+163.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.2% | -11.3% | +10.1% | -0.1% |
| 30D | -2.0% | -7.3% | +5.3% | -1.4% |
| 3M | +7.5% | +41.7% | -34.2% | +3.4% |
| 6M | +15.3% | +78.3% | -62.9% | +7.3% |
| YTD | +25.4% | +50.9% | -25.5% | +18.2% |
| 1Y | +35.6% | +19.7% | +15.9% | +30.8% |
| 3Y | +44.1% | -55.7% | +99.9% | +50.7% |
| 5Y | +54.0% | -82.6% | +136.5% | +71.5% |
| All | +279.5% | +115.6% | +163.9% | +221.6% |
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