-53.1%
FISV vs VICR
+57.6%
-110.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.2% | -5.7% | +5.0% |
| 7D | -2.7% | +5.0% | -7.6% | -2.9% |
| 30D | 0.0% | -12.5% | +12.5% | +0.4% |
| 3M | -2.8% | -33.6% | +30.8% | -2.0% |
| 6M | -11.8% | +10.7% | -22.5% | -14.8% |
| YTD | -23.2% | +80.6% | -103.8% | -28.6% |
| 1Y | -62.0% | +288.4% | -350.4% | -66.8% |
| 3Y | -57.6% | +213.8% | -271.4% | -63.6% |
| All | -53.1% | +57.6% | -110.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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