+582.7%
FISV vs VO
+825.6%
-242.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | +3.1% | -1.7% | -1.2% |
| 30D | +38.4% | +2.2% | +36.2% | +35.7% |
| 3M | +14.9% | -2.5% | +17.4% | +17.4% |
| 6M | +21.8% | +7.0% | +14.8% | +14.5% |
| YTD | -5.0% | +14.0% | -19.0% | -15.5% |
| 1Y | -1.2% | +15.6% | -16.8% | -13.1% |
| 3Y | -47.5% | +66.2% | -113.7% | -66.3% |
| 5Y | -36.7% | +36.6% | -73.4% | -52.2% |
| 10Y | +26.9% | +199.0% | -172.1% | -50.1% |
| All | +582.7% | +825.6% | -242.9% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling