+145.7%
VMC vs FIVN
+118.5%
+27.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -3.8% | -7.8% | +4.1% | -3.0% |
| 30D | -9.7% | -1.7% | -8.0% | -9.6% |
| 3M | -9.6% | +47.2% | -56.8% | -13.6% |
| 6M | -4.8% | +82.7% | -87.6% | -12.1% |
| YTD | -10.9% | +52.9% | -63.8% | -16.4% |
| 1Y | -15.6% | +17.5% | -33.1% | -18.6% |
| 3Y | +19.3% | -55.8% | +75.1% | +25.0% |
| 5Y | +48.0% | -82.3% | +130.3% | +63.2% |
| All | +145.7% | +118.5% | +27.2% | +98.2% |
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