-43.9%
FISV vs VLTO
+56.3%
-100.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +8.4% | +1.6% | +6.8% | +7.5% |
| 30D | +38.8% | +22.0% | +16.8% | +25.5% |
| 3M | +21.3% | +21.9% | -0.6% | +9.7% |
| 6M | +14.1% | +36.5% | -22.4% | -2.1% |
| YTD | -5.7% | +19.0% | -24.7% | -14.2% |
| 1Y | -0.8% | +21.0% | -21.7% | -10.4% |
| 3Y | -47.9% | +69.9% | -117.8% | -55.7% |
| All | -43.9% | +56.3% | -100.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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