-20.7%
VFC vs FIVN
-54.4%
+33.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | +0.4% |
| 7D | +0.8% | -8.2% | +9.1% | +3.9% |
| 30D | -11.9% | -8.1% | -3.8% | -9.7% |
| 3M | -20.2% | +34.9% | -55.1% | -30.6% |
| 6M | -23.0% | +72.6% | -95.6% | -42.6% |
| YTD | -26.2% | +55.8% | -82.0% | -43.1% |
| 1Y | -13.3% | +17.1% | -30.5% | -22.9% |
| All | -20.7% | -54.4% | +33.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling