+1,601.7%
VICR vs FIVN
+118.5%
+1,483.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.8% | +10.7% |
| 7D | +5.0% | -7.8% | +12.8% | +7.6% |
| 30D | -12.5% | -1.7% | -10.7% | -12.4% |
| 3M | -33.6% | +47.2% | -80.8% | -43.9% |
| 6M | +10.7% | +82.7% | -72.0% | -17.3% |
| YTD | +80.6% | +52.9% | +27.7% | +42.1% |
| 1Y | +288.4% | +17.5% | +270.9% | +236.2% |
| 3Y | +213.8% | -55.8% | +269.6% | +269.2% |
| 5Y | +58.8% | -82.3% | +141.2% | +141.9% |
| All | +1,601.7% | +118.5% | +1,483.2% | +1,094.8% |
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