+2.0%
FISV vs VFC
-69.1%
+71.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.1% | +4.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | 0.0% | -9.0% | +9.0% | +2.2% |
| 3M | -2.8% | -24.2% | +21.4% | +2.5% |
| 6M | -11.8% | -18.5% | +6.7% | -8.9% |
| YTD | -23.2% | -25.9% | +2.7% | -19.2% |
| 1Y | -62.0% | -13.0% | -49.0% | -61.7% |
| 3Y | -57.6% | -20.3% | -37.3% | -61.4% |
| 5Y | -53.4% | -78.1% | +24.7% | -33.9% |
| All | +2.0% | -69.1% | +71.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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