+222.7%
VT vs FIVN
+92.2%
+130.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +2.9% | -17.4% | +20.3% | +5.2% |
| 30D | -2.5% | -20.4% | +17.9% | 0.0% |
| 3M | -3.3% | -9.6% | +6.3% | -2.9% |
| 6M | +1.5% | +34.7% | -33.2% | -4.4% |
| YTD | +11.4% | +40.6% | -29.2% | +2.7% |
| 1Y | +11.9% | +34.3% | -22.4% | +3.7% |
| 3Y | +73.9% | -55.5% | +129.4% | +83.2% |
| 5Y | +57.9% | -82.5% | +140.3% | +83.1% |
| All | +222.7% | +92.2% | +130.6% | +171.3% |
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