-69.5%
FISV vs VG
-44.6%
-24.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | +1.4% | +14.0% | -12.5% | +0.5% |
| 30D | +38.4% | -1.0% | +39.4% | +38.1% |
| 3M | +14.9% | -2.7% | +17.6% | +14.6% |
| 6M | +21.8% | +1.5% | +20.3% | +20.4% |
| YTD | -5.0% | +93.7% | -98.8% | -14.0% |
| 1Y | -1.2% | +68.5% | -69.7% | -9.2% |
| All | -69.5% | -44.6% | -24.9% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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