+1.3%
VSAT vs FIVN
+115.6%
-114.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +3.4% | -11.3% | +14.7% | +6.0% |
| 30D | -12.2% | -7.3% | -4.9% | -11.2% |
| 3M | +20.6% | +41.7% | -21.1% | +9.6% |
| 6M | +60.2% | +78.3% | -18.1% | +34.6% |
| YTD | +115.3% | +50.9% | +64.4% | +86.3% |
| 1Y | +154.6% | +19.7% | +134.9% | +132.7% |
| 3Y | +211.2% | -55.7% | +266.9% | +243.2% |
| 5Y | +52.7% | -82.6% | +135.2% | +82.5% |
| All | +1.3% | +115.6% | -114.3% | -20.3% |
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