+204.0%
VYM vs FIVN
+118.5%
+85.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -0.8% | -7.8% | +7.0% | -0.1% |
| 30D | -2.2% | -1.7% | -0.5% | -2.2% |
| 3M | +3.1% | +47.2% | -44.1% | -0.9% |
| 6M | +9.7% | +82.7% | -73.0% | +2.6% |
| YTD | +14.9% | +52.9% | -38.0% | +8.8% |
| 1Y | +17.6% | +17.5% | +0.1% | +13.9% |
| 3Y | +65.3% | -55.8% | +121.1% | +71.3% |
| 5Y | +78.7% | -82.3% | +161.0% | +95.1% |
| All | +204.0% | +118.5% | +85.5% | +157.7% |
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 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