+284.9%
FISV vs VEA
+163.7%
+121.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.5% |
| 7D | -7.2% | -2.1% | -5.1% | -5.7% |
| 30D | -7.2% | -1.1% | -6.1% | -6.4% |
| 3M | -8.2% | +5.1% | -13.2% | -12.1% |
| 6M | -17.7% | +9.8% | -27.5% | -24.4% |
| YTD | -27.2% | +15.9% | -43.1% | -36.0% |
| 1Y | -63.0% | +24.6% | -87.5% | -69.1% |
| 3Y | -59.8% | +75.5% | -135.3% | -74.4% |
| 5Y | -55.8% | +59.4% | -115.2% | -69.8% |
| 10Y | -2.4% | +160.3% | -162.7% | -53.0% |
| All | +284.9% | +163.7% | +121.2% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling