+10,678.2%
FISV vs VSH
+1,656.4%
+9,021.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -1.6% | +6.2% | -7.8% | -2.9% |
| 30D | -3.0% | -11.1% | +8.2% | -0.7% |
| 3M | -3.5% | -44.9% | +41.4% | +6.5% |
| 6M | -19.4% | +90.0% | -109.4% | -35.0% |
| YTD | -24.3% | +118.8% | -143.1% | -41.3% |
| 1Y | -62.4% | +109.0% | -171.4% | -70.6% |
| 3Y | -58.2% | +35.6% | -93.8% | -65.4% |
| 5Y | -56.5% | +66.7% | -123.2% | -66.3% |
| 10Y | -0.5% | +167.9% | -168.5% | -33.6% |
| All | +10,678.2% | +1,656.4% | +9,021.8% | +4,546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling