-50.0%
VTRS vs FIVN
+118.5%
-168.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -2.2% | -7.8% | +5.7% | -1.2% |
| 30D | +3.3% | -1.7% | +5.0% | +3.4% |
| 3M | +2.0% | +47.2% | -45.2% | -3.4% |
| 6M | +19.9% | +82.7% | -62.8% | +9.3% |
| YTD | +35.7% | +52.9% | -17.2% | +25.9% |
| 1Y | +68.1% | +17.5% | +50.6% | +60.9% |
| 3Y | +87.1% | -55.8% | +142.9% | +96.2% |
| 5Y | +47.6% | -82.3% | +130.0% | +65.6% |
| All | -50.0% | +118.5% | -168.5% | -64.0% |
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