+335.5%
FIVN vs VT
+249.2%
+86.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.3% | +0.4% | -2.7% | -2.8% |
| 30D | +12.4% | +1.0% | +11.4% | +11.3% |
| 3M | +36.0% | +2.4% | +33.6% | +32.1% |
| 6M | +86.0% | +12.0% | +74.0% | +61.1% |
| YTD | +65.9% | +15.3% | +50.6% | +39.1% |
| 1Y | +26.5% | +22.6% | +3.9% | -0.9% |
| 3Y | -54.2% | +74.7% | -128.9% | -75.6% |
| 5Y | -80.5% | +66.1% | -146.6% | -88.7% |
| 10Y | +109.6% | +225.0% | -115.4% | -37.2% |
| All | +335.5% | +249.2% | +86.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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