-3.3%
FISV vs VO
+197.9%
-201.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.4% |
| 7D | -7.2% | -2.5% | -4.7% | -4.9% |
| 30D | -7.2% | -3.2% | -4.0% | -4.1% |
| 3M | -8.2% | +3.9% | -12.1% | -11.7% |
| 6M | -17.7% | +9.6% | -27.3% | -24.9% |
| YTD | -27.2% | +11.6% | -38.7% | -34.6% |
| 1Y | -63.0% | +12.6% | -75.6% | -66.8% |
| 3Y | -59.8% | +55.4% | -115.1% | -73.8% |
| 5Y | -55.8% | +41.8% | -97.6% | -68.8% |
| All | -3.3% | +197.9% | -201.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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