+91.7%
USB vs FIVN
+102.4%
-10.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.6% | +17.1% | +1.2% |
| 7D | 0.0% | -22.6% | +22.6% | +2.3% |
| 30D | +5.8% | -16.8% | +22.6% | +7.4% |
| 3M | -6.0% | -0.9% | -5.1% | -6.8% |
| 6M | +7.8% | +28.4% | -20.6% | +3.5% |
| YTD | +14.6% | +40.2% | -25.7% | +7.9% |
| 1Y | +31.8% | +30.5% | +1.2% | +24.9% |
| 3Y | +91.5% | -56.2% | +147.8% | +97.0% |
| 5Y | +22.0% | -81.0% | +103.0% | +27.4% |
| All | +91.7% | +102.4% | -10.7% | +68.8% |
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