+125.7%
VMC vs FIVN
+86.2%
+39.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -1.3% | -2.8% | +1.6% | -1.0% |
| 30D | +15.5% | -17.4% | +32.9% | +17.4% |
| 3M | +0.6% | -19.2% | +19.8% | +2.2% |
| 6M | +2.1% | +29.4% | -27.3% | -1.9% |
| YTD | -1.6% | +36.3% | -37.8% | -7.1% |
| 1Y | -1.2% | +33.5% | -34.6% | -6.6% |
| 3Y | +35.3% | -56.8% | +92.2% | +41.5% |
| 5Y | +43.6% | -83.0% | +126.6% | +58.9% |
| All | +125.7% | +86.2% | +39.5% | +79.3% |
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