-20.6%
FISV vs VFC
-22.8%
+2.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.0% |
| 7D | -6.4% | -2.3% | -4.1% | -6.0% |
| 30D | -6.8% | -13.4% | +6.5% | -4.7% |
| 3M | -10.0% | -23.7% | +13.7% | -7.8% |
| 6M | -20.6% | -24.5% | +3.8% | -20.8% |
| All | -20.6% | -22.8% | +2.2% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling