-55.8%
FISV vs VMC
+47.2%
-103.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -7.2% | -3.7% | -3.5% | -6.0% |
| 30D | -7.2% | -12.8% | +5.6% | -2.8% |
| 3M | -8.2% | -7.9% | -0.2% | -5.9% |
| 6M | -17.7% | -7.5% | -10.2% | -16.1% |
| YTD | -27.2% | -11.6% | -15.5% | -25.6% |
| 1Y | -63.0% | -14.3% | -48.7% | -61.9% |
| 3Y | -59.8% | +18.5% | -78.3% | -65.2% |
| 5Y | -55.8% | +46.8% | -102.5% | -67.2% |
| All | -55.8% | +47.2% | -103.0% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling