+117.7%
VNQ vs FIVN
+282.0%
-164.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.8% |
| 7D | -0.9% | -9.6% | +8.7% | 0.0% |
| 30D | -2.2% | -11.9% | +9.7% | -1.2% |
| 3M | -1.9% | +40.1% | -42.0% | -5.5% |
| 6M | +3.2% | +68.3% | -65.1% | -3.1% |
| YTD | +9.4% | +51.5% | -42.1% | +3.3% |
| 1Y | +7.5% | +15.1% | -7.6% | +4.1% |
| 3Y | +31.1% | -55.6% | +86.6% | +36.5% |
| 5Y | +6.6% | -82.4% | +89.0% | +16.6% |
| 10Y | +63.9% | +114.5% | -50.5% | +50.3% |
| All | +117.7% | +282.0% | -164.4% | +92.9% |
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