+303.2%
VIG vs FIVN
+282.0%
+21.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.3% |
| 7D | -1.2% | -9.6% | +8.4% | -0.2% |
| 30D | -2.8% | -11.9% | +9.1% | -1.7% |
| 3M | +2.5% | +40.1% | -37.6% | -1.6% |
| 6M | +8.1% | +68.3% | -60.3% | +1.0% |
| YTD | +9.6% | +51.5% | -41.9% | +3.1% |
| 1Y | +14.2% | +15.1% | -1.0% | +10.3% |
| 3Y | +56.1% | -55.6% | +111.7% | +62.4% |
| 5Y | +62.8% | -82.4% | +145.3% | +80.2% |
| 10Y | +248.2% | +114.5% | +133.7% | +203.7% |
| All | +303.2% | +282.0% | +21.1% | +236.1% |
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