-60.0%
FISV vs VO
+56.0%
-116.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.6% |
| 7D | -6.4% | -0.6% | -5.8% | -5.9% |
| 30D | -6.8% | -1.9% | -4.9% | -5.2% |
| 3M | -10.0% | +3.3% | -13.2% | -12.5% |
| 6M | -20.6% | +9.7% | -30.3% | -27.0% |
| YTD | -27.6% | +12.6% | -40.2% | -34.9% |
| 1Y | -64.3% | +13.6% | -78.0% | -68.0% |
| All | -60.0% | +56.0% | -116.1% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling