+121.5%
URA vs FIVN
-55.5%
+177.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.1% | +9.3% | +3.8% |
| 7D | +8.1% | -8.2% | +16.3% | +9.1% |
| 30D | +5.8% | -8.1% | +13.9% | +6.6% |
| 3M | +3.4% | +34.9% | -31.5% | -0.6% |
| 6M | -2.6% | +72.6% | -75.3% | -10.8% |
| YTD | +11.2% | +55.8% | -44.6% | +2.8% |
| 1Y | +19.8% | +17.1% | +2.7% | +16.7% |
| 3Y | +121.5% | -54.3% | +175.8% | +145.9% |
| All | +121.5% | -55.5% | +177.0% | +145.9% |
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