+306.2%
FISV vs VCLT
+102.9%
+203.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -6.8% | +0.1% | -6.9% | -6.8% |
| 3M | -10.0% | -2.9% | -7.1% | -9.5% |
| 6M | -20.6% | -4.0% | -16.7% | -20.0% |
| YTD | -27.6% | -2.2% | -25.3% | -27.3% |
| 1Y | -64.3% | -2.6% | -61.7% | -64.1% |
| 3Y | -60.0% | +12.3% | -72.3% | -60.7% |
| 5Y | -57.7% | -16.4% | -41.3% | -57.9% |
| 10Y | -3.0% | +18.1% | -21.0% | +2.4% |
| All | +306.2% | +102.9% | +203.3% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling