+114.0%
VTR vs FIVN
+282.0%
-168.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.4% |
| 7D | -2.9% | -9.6% | +6.7% | -2.4% |
| 30D | -2.8% | -11.9% | +9.1% | -2.2% |
| 3M | +9.0% | +40.1% | -31.1% | +6.6% |
| 6M | +5.0% | +68.3% | -63.4% | +1.0% |
| YTD | +16.9% | +51.5% | -34.5% | +13.0% |
| 1Y | +34.3% | +15.1% | +19.2% | +31.8% |
| 3Y | +131.6% | -55.6% | +187.1% | +139.6% |
| 5Y | +88.0% | -82.4% | +170.4% | +100.6% |
| 10Y | +97.8% | +114.5% | -16.7% | +76.4% |
| All | +114.0% | +282.0% | -168.0% | +82.5% |
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