+83.6%
USB vs FIVN
+104.7%
-21.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.2% |
| 7D | -0.5% | -22.8% | +22.2% | +1.8% |
| 30D | +5.7% | -21.3% | +27.0% | +7.9% |
| 3M | -4.7% | -14.0% | +9.3% | -4.0% |
| 6M | +13.4% | +31.1% | -17.7% | +8.7% |
| YTD | +17.0% | +40.0% | -23.0% | +10.2% |
| 1Y | +32.4% | +38.1% | -5.7% | +24.8% |
| 3Y | +101.7% | -55.7% | +157.3% | +107.3% |
| 5Y | +24.4% | -82.5% | +106.9% | +30.3% |
| 10Y | +83.6% | +92.4% | -8.8% | +60.0% |
| All | +83.6% | +104.7% | -21.2% | +60.0% |
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