+337.0%
VMC vs FIVN
+318.5%
+18.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.2% |
| 7D | -4.3% | -2.3% | -2.0% | -4.1% |
| 30D | -8.2% | +12.4% | -20.6% | -9.6% |
| 3M | -7.0% | +36.0% | -43.1% | -10.5% |
| 6M | -10.8% | +86.0% | -96.7% | -17.6% |
| YTD | -7.4% | +65.9% | -73.3% | -13.8% |
| 1Y | -9.5% | +26.5% | -36.0% | -13.4% |
| 3Y | +20.5% | -54.2% | +74.7% | +25.5% |
| 5Y | +51.6% | -80.5% | +132.0% | +66.0% |
| 10Y | +150.0% | +109.6% | +40.4% | +101.3% |
| All | +337.0% | +318.5% | +18.5% | +226.7% |
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