+2.0%
FISV vs VMC
+156.6%
-154.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.6% | +5.1% |
| 7D | -2.7% | -3.8% | +1.1% | -1.4% |
| 30D | 0.0% | -9.7% | +9.7% | +3.5% |
| 3M | -2.8% | -9.6% | +6.8% | +0.3% |
| 6M | -11.8% | -4.8% | -7.0% | -10.9% |
| YTD | -23.2% | -10.9% | -12.3% | -21.4% |
| 1Y | -62.0% | -15.6% | -46.4% | -60.5% |
| 3Y | -57.6% | +19.3% | -76.9% | -61.9% |
| 5Y | -53.4% | +48.0% | -101.4% | -61.7% |
| All | +2.0% | +156.6% | -154.6% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling