-48.6%
VFC vs FIVN
+86.2%
-134.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +3.9% |
| 7D | +1.6% | -2.8% | +4.5% | +2.2% |
| 30D | +25.5% | -17.4% | +42.9% | +29.7% |
| 3M | +41.3% | -19.2% | +60.5% | +45.6% |
| 6M | +22.2% | +29.4% | -7.1% | +12.0% |
| YTD | +16.4% | +36.3% | -19.9% | +3.0% |
| 1Y | +38.4% | +33.5% | +5.0% | +23.0% |
| 3Y | +56.2% | -56.8% | +113.1% | +68.6% |
| 5Y | -68.2% | -83.0% | +14.8% | -63.6% |
| All | -48.6% | +86.2% | -134.9% | -51.8% |
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