+10,209.8%
FISV vs VFC
+807.2%
+9,402.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.7% |
| 7D | -6.4% | -2.3% | -4.1% | -5.8% |
| 30D | -6.8% | -13.4% | +6.5% | -3.1% |
| 3M | -10.0% | -23.7% | +13.7% | -4.1% |
| 6M | -20.6% | -24.5% | +3.8% | -15.7% |
| YTD | -27.6% | -27.8% | +0.3% | -22.4% |
| 1Y | -64.3% | -13.5% | -50.9% | -64.0% |
| 3Y | -60.0% | -27.1% | -32.9% | -63.3% |
| 5Y | -57.7% | -79.0% | +21.3% | -43.6% |
| 10Y | -3.0% | -68.7% | +65.8% | +7.4% |
| All | +10,209.8% | +807.2% | +9,402.7% | +4,416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling