+129.7%
VTR vs FIVN
-55.2%
+184.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.5% |
| 7D | -0.3% | -7.8% | +7.5% | -0.2% |
| 30D | +1.1% | -1.7% | +2.8% | +1.1% |
| 3M | +7.9% | +47.2% | -39.3% | +7.3% |
| 6M | +6.2% | +82.7% | -76.6% | +5.0% |
| YTD | +17.7% | +52.9% | -35.2% | +17.0% |
| 1Y | +32.9% | +17.5% | +15.4% | +33.5% |
| 3Y | +129.7% | -55.8% | +185.5% | +152.7% |
| All | +129.7% | -55.2% | +184.9% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling