-61.1%
FISV vs VMC
-8.5%
-52.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -0.3% | -4.3% | +4.0% | -0.2% |
| 30D | -2.1% | -8.2% | +6.2% | -1.8% |
| 3M | -5.7% | -7.0% | +1.3% | -5.5% |
| 6M | -15.3% | -10.8% | -4.6% | -16.4% |
| YTD | -21.1% | -7.4% | -13.7% | -23.8% |
| 1Y | -61.1% | -9.5% | -51.6% | -62.2% |
| All | -61.1% | -8.5% | -52.6% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling