+116.0%
USB vs FIVN
+329.4%
-213.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.5% |
| 7D | -1.5% | -8.7% | +7.3% | -0.6% |
| 30D | +4.3% | +2.6% | +1.7% | +3.9% |
| 3M | -6.1% | +15.3% | -21.4% | -8.0% |
| 6M | +9.4% | +40.7% | -31.3% | +4.6% |
| YTD | +15.2% | +70.3% | -55.1% | +7.1% |
| 1Y | +32.8% | +50.0% | -17.2% | +24.8% |
| 3Y | +91.3% | -46.1% | +137.4% | +93.5% |
| 5Y | +22.7% | -76.9% | +99.6% | +27.4% |
| 10Y | +97.0% | +149.2% | -52.2% | +63.7% |
| All | +116.0% | +329.4% | -213.5% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling