+27.6%
USFR vs FIVN
+318.5%
-290.9%
-2.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | +0.3% | +12.4% | -12.1% | +0.3% |
| 3M | +1.0% | +36.0% | -35.0% | +1.0% |
| 6M | +1.9% | +86.0% | -84.0% | +1.9% |
| YTD | +2.6% | +65.9% | -63.3% | +2.6% |
| 1Y | +4.0% | +26.5% | -22.5% | +4.0% |
| 3Y | +14.1% | -54.2% | +68.3% | +14.1% |
| 5Y | +20.4% | -80.5% | +100.9% | +20.4% |
| 10Y | +28.0% | +109.6% | -81.6% | +28.0% |
| All | +27.6% | +318.5% | -290.9% | +27.6% |
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 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