+78.2%
VSXY vs FIVN
-83.9%
+162.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.8% | -2.7% |
| 7D | -10.7% | -9.6% | -1.1% | -8.4% |
| 30D | -24.3% | -11.9% | -12.3% | -21.9% |
| 3M | +1.0% | +40.1% | -39.1% | -9.9% |
| 6M | +57.4% | +68.3% | -11.0% | +27.0% |
| YTD | +39.8% | +51.5% | -11.7% | +15.9% |
| 1Y | +196.5% | +15.1% | +181.4% | +167.6% |
| 3Y | +357.2% | -55.6% | +412.8% | +424.5% |
| 5Y | +18.9% | -82.4% | +101.3% | +50.1% |
| All | +78.2% | -83.9% | +162.1% | +124.9% |
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