+2.0%
FISV vs VCLT
+17.1%
-15.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | 0.0% | -1.2% | +1.2% | +0.6% |
| 3M | -2.8% | -4.8% | +2.0% | -0.7% |
| 6M | -11.8% | -2.6% | -9.3% | -10.8% |
| YTD | -23.2% | -3.3% | -19.9% | -22.1% |
| 1Y | -62.0% | -4.8% | -57.2% | -61.1% |
| 3Y | -57.6% | +11.5% | -69.1% | -59.6% |
| 5Y | -53.4% | -17.0% | -36.4% | -50.4% |
| All | +2.0% | +17.1% | -15.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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