+221.8%
VT vs FIVN
+86.2%
+135.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | +2.4% | -2.8% | +5.2% | +2.7% |
| 30D | -1.5% | -17.4% | +15.9% | +0.6% |
| 3M | -4.1% | -19.2% | +15.1% | -2.2% |
| 6M | +0.6% | +29.4% | -28.8% | -4.8% |
| YTD | +11.0% | +36.3% | -25.2% | +2.8% |
| 1Y | +13.3% | +33.5% | -20.1% | +5.1% |
| 3Y | +73.4% | -56.8% | +130.2% | +83.5% |
| 5Y | +57.4% | -83.0% | +140.4% | +83.4% |
| All | +221.8% | +86.2% | +135.6% | +171.6% |
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