-56.0%
FISV vs VSH
+66.1%
-122.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -6.4% | +3.5% | -9.9% | -6.8% |
| 30D | -6.8% | -4.4% | -2.5% | -6.5% |
| 3M | -10.0% | -45.8% | +35.9% | -4.2% |
| 6M | -20.6% | +90.1% | -110.8% | -35.2% |
| YTD | -27.6% | +120.3% | -147.9% | -43.2% |
| 1Y | -64.3% | +112.2% | -176.6% | -71.9% |
| 3Y | -60.0% | +36.6% | -96.6% | -65.4% |
| All | -56.0% | +66.1% | -122.1% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling