+228.7%
VTV vs FIVN
+118.5%
+110.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.6% |
| 7D | -1.1% | -7.8% | +6.7% | -0.4% |
| 30D | -1.0% | -1.7% | +0.7% | -1.0% |
| 3M | +4.6% | +47.2% | -42.5% | +0.4% |
| 6M | +13.5% | +82.7% | -69.2% | +5.8% |
| YTD | +18.5% | +52.9% | -34.4% | +12.0% |
| 1Y | +22.9% | +17.5% | +5.4% | +18.9% |
| 3Y | +67.8% | -55.8% | +123.7% | +74.5% |
| 5Y | +81.8% | -82.3% | +164.2% | +100.1% |
| All | +228.7% | +118.5% | +110.2% | +176.3% |
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