-53.1%
FISV vs VSXY
+37.5%
-90.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +5.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | 0.0% | -18.7% | +18.7% | +1.3% |
| 3M | -2.8% | -4.0% | +1.2% | -2.8% |
| 6M | -11.8% | +67.5% | -79.3% | -16.5% |
| YTD | -23.2% | +39.7% | -62.9% | -26.4% |
| 1Y | -62.0% | +180.0% | -242.0% | -66.1% |
| 3Y | -57.6% | +337.3% | -394.9% | -66.0% |
| 5Y | -53.4% | +22.7% | -76.1% | -58.3% |
| All | -53.1% | +37.5% | -90.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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