+10,209.8%
FISV vs VMC
+3,084.3%
+7,125.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.1% | -3.3% |
| 7D | -6.4% | -5.3% | -1.1% | -4.7% |
| 30D | -6.8% | -12.3% | +5.4% | -2.7% |
| 3M | -10.0% | -10.3% | +0.3% | -7.0% |
| 6M | -20.6% | -8.6% | -12.1% | -18.7% |
| YTD | -27.6% | -11.9% | -15.7% | -25.5% |
| 1Y | -64.3% | -13.9% | -50.4% | -63.2% |
| 3Y | -60.0% | +18.2% | -78.2% | -63.4% |
| 5Y | -57.7% | +47.7% | -105.4% | -64.4% |
| 10Y | -3.0% | +152.5% | -155.5% | -35.8% |
| All | +10,209.8% | +3,084.3% | +7,125.6% | +2,936.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling