+2.0%
FISV vs VGT
+820.0%
-818.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | 0.0% | -0.4% | +0.5% | +0.3% |
| 3M | -2.8% | +4.4% | -7.2% | -6.6% |
| 6M | -11.8% | +32.1% | -43.9% | -27.4% |
| YTD | -23.2% | +28.8% | -52.0% | -35.8% |
| 1Y | -62.0% | +35.3% | -97.3% | -69.5% |
| 3Y | -57.6% | +124.8% | -182.4% | -76.9% |
| 5Y | -53.4% | +137.9% | -191.3% | -76.4% |
| All | +2.0% | +820.0% | -818.1% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling