-59.8%
FISV vs VFC
-28.9%
-30.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | -7.2% | -4.0% | -3.2% | -6.8% |
| 30D | -7.2% | -14.6% | +7.4% | -5.6% |
| 3M | -8.2% | -23.1% | +14.9% | -6.0% |
| 6M | -17.7% | -25.2% | +7.5% | -15.6% |
| YTD | -27.2% | -29.5% | +2.3% | -24.9% |
| 1Y | -63.0% | -14.4% | -48.6% | -62.6% |
| All | -59.8% | -28.9% | -30.9% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling