-67.5%
VFC vs FIVN
+292.8%
-360.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | -0.7% |
| 7D | +0.8% | -8.2% | +9.1% | +2.4% |
| 30D | -11.9% | -8.1% | -3.8% | -10.8% |
| 3M | -20.2% | +34.9% | -55.1% | -25.2% |
| 6M | -23.0% | +72.6% | -95.6% | -32.4% |
| YTD | -26.2% | +55.8% | -82.0% | -34.3% |
| 1Y | -13.3% | +17.1% | -30.5% | -18.8% |
| 3Y | -25.5% | -54.3% | +28.8% | -20.8% |
| 5Y | -78.1% | -81.6% | +3.4% | -75.6% |
| 10Y | -68.8% | +109.2% | -178.0% | -72.4% |
| All | -67.5% | +292.8% | -360.3% | -72.5% |
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