+223.0%
VT vs FIVN
+107.2%
+115.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +0.4% | -2.3% | +2.7% | +0.8% |
| 30D | +1.0% | +12.4% | -11.4% | -1.0% |
| 3M | +2.4% | +36.0% | -33.6% | -2.7% |
| 6M | +12.0% | +86.0% | -74.0% | +0.6% |
| YTD | +15.3% | +65.9% | -50.6% | +4.8% |
| 1Y | +22.6% | +26.5% | -3.9% | +15.5% |
| 3Y | +74.7% | -54.2% | +128.9% | +84.8% |
| 5Y | +66.1% | -80.5% | +146.6% | +90.9% |
| All | +223.0% | +107.2% | +115.8% | +166.4% |
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