-55.8%
FISV vs VFC
-79.4%
+23.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.8% |
| 7D | -7.2% | -3.3% | -3.9% | -6.7% |
| 30D | -7.2% | -14.0% | +6.8% | -5.1% |
| 3M | -8.2% | -22.6% | +14.4% | -5.2% |
| 6M | -17.7% | -24.7% | +7.0% | -14.9% |
| YTD | -27.2% | -29.0% | +1.8% | -24.2% |
| 1Y | -63.0% | -13.8% | -49.2% | -62.6% |
| 3Y | -59.8% | -28.2% | -31.5% | -60.8% |
| 5Y | -55.8% | -79.0% | +23.2% | -36.6% |
| All | -55.8% | -79.4% | +23.6% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling