+89.2%
USB vs FIVN
+109.8%
-20.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.1% | +2.3% |
| 7D | +0.8% | -19.3% | +20.1% | +2.7% |
| 30D | +6.8% | -20.7% | +27.5% | +8.9% |
| 3M | -3.8% | -15.1% | +11.3% | -2.9% |
| 6M | +11.7% | +30.6% | -18.9% | +7.2% |
| YTD | +17.5% | +44.0% | -26.5% | +10.4% |
| 1Y | +33.8% | +45.5% | -11.8% | +25.4% |
| 3Y | +104.2% | -52.8% | +157.0% | +108.8% |
| 5Y | +26.4% | -82.6% | +109.1% | +32.1% |
| 10Y | +89.2% | +109.4% | -20.2% | +64.6% |
| All | +89.2% | +109.8% | -20.6% | +64.6% |
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