+2.0%
FISV vs VSH
+196.4%
-194.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.1% | -0.7% | +4.1% |
| 7D | -2.7% | +4.8% | -7.4% | -3.6% |
| 30D | 0.0% | -0.7% | +0.7% | -0.1% |
| 3M | -2.8% | -43.1% | +40.3% | +7.3% |
| 6M | -11.8% | +91.8% | -103.6% | -32.9% |
| YTD | -23.2% | +131.6% | -154.8% | -45.4% |
| 1Y | -62.0% | +118.1% | -180.1% | -72.6% |
| 3Y | -57.6% | +40.9% | -98.5% | -66.5% |
| 5Y | -53.4% | +75.8% | -129.2% | -67.2% |
| All | +2.0% | +196.4% | -194.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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