+2.0%
FISV vs VIG
+250.0%
-248.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.6% |
| 7D | -2.7% | -1.1% | -1.6% | -1.4% |
| 30D | 0.0% | -2.7% | +2.8% | +3.4% |
| 3M | -2.8% | +2.5% | -5.3% | -5.4% |
| 6M | -11.8% | +9.2% | -21.1% | -20.2% |
| YTD | -23.2% | +9.8% | -33.0% | -30.8% |
| 1Y | -62.0% | +12.4% | -74.4% | -66.5% |
| 3Y | -57.6% | +55.9% | -113.5% | -74.4% |
| 5Y | -53.4% | +63.9% | -117.3% | -73.4% |
| All | +2.0% | +250.0% | -248.1% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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