+361.0%
FISV vs VIG
+617.8%
-256.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.1% |
| 30D | -3.0% | -2.1% | -0.9% | -0.6% |
| 3M | -3.5% | +3.3% | -6.9% | -6.9% |
| 6M | -19.4% | +9.3% | -28.7% | -26.8% |
| YTD | -24.3% | +10.1% | -34.4% | -31.8% |
| 1Y | -62.4% | +14.7% | -77.1% | -67.4% |
| 3Y | -58.2% | +56.9% | -115.1% | -74.4% |
| 5Y | -56.5% | +62.9% | -119.4% | -74.3% |
| 10Y | -0.5% | +241.3% | -241.9% | -72.9% |
| All | +361.0% | +617.8% | -256.8% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling