-37.4%
FISV vs VSH
+38.9%
-76.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.2% | +7.9% | +4.1% |
| 7D | +1.4% | +14.3% | -12.9% | +0.2% |
| 30D | +38.4% | -7.9% | +46.3% | +38.7% |
| 3M | +14.9% | -19.9% | +34.8% | +16.2% |
| 6M | +21.8% | -30.5% | +52.3% | +20.3% |
| YTD | -5.0% | +85.7% | -90.7% | -24.7% |
| 1Y | -1.2% | +98.9% | -100.1% | -22.9% |
| 3Y | -47.5% | +32.1% | -79.6% | -56.3% |
| All | -37.4% | +38.9% | -76.3% | -51.8% |
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