-100.0%
VIVK vs FIVN
-82.2%
-17.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.7% | -7.5% |
| 7D | -4.4% | -7.8% | +3.5% | -3.6% |
| 30D | -40.8% | -1.7% | -39.1% | -40.8% |
| 3M | -94.1% | +47.2% | -141.3% | -94.5% |
| 6M | -98.2% | +82.7% | -180.9% | -98.3% |
| YTD | -98.0% | +52.9% | -150.9% | -98.1% |
| 1Y | -100.0% | +17.5% | -117.4% | -100.0% |
| 3Y | -100.0% | -55.8% | -44.2% | -100.0% |
| All | -100.0% | -82.2% | -17.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling