+33.6%
URA vs FIVN
-83.0%
+116.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -2.8% |
| 7D | +0.3% | -22.4% | +22.7% | +4.3% |
| 30D | -14.8% | -23.8% | +9.0% | -11.2% |
| 3M | -25.3% | -19.5% | -5.8% | -23.3% |
| 6M | -39.9% | +25.6% | -65.5% | -43.8% |
| YTD | -22.4% | +38.4% | -60.8% | -30.6% |
| 1Y | -29.0% | +33.7% | -62.6% | -36.0% |
| 3Y | +41.0% | -56.2% | +97.1% | +56.7% |
| All | +33.6% | -83.0% | +116.6% | +84.7% |
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