+2.0%
FISV vs VEA
+165.0%
-163.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.5% |
| 7D | -2.7% | -1.5% | -1.2% | -1.4% |
| 30D | 0.0% | -0.8% | +0.9% | +0.8% |
| 3M | -2.8% | +2.5% | -5.3% | -5.5% |
| 6M | -11.8% | +11.1% | -23.0% | -21.2% |
| YTD | -23.2% | +17.2% | -40.4% | -34.9% |
| 1Y | -62.0% | +24.5% | -86.5% | -69.4% |
| 3Y | -57.6% | +75.4% | -133.0% | -75.9% |
| 5Y | -53.4% | +61.1% | -114.5% | -71.2% |
| All | +2.0% | +165.0% | -163.1% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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