-55.8%
FISV vs VSXY
+37.7%
-93.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | -4.1% |
| 7D | -6.4% | -10.7% | +4.3% | -5.8% |
| 30D | -6.8% | -24.3% | +17.4% | -5.2% |
| 3M | -10.0% | +1.0% | -11.0% | -10.3% |
| 6M | -20.6% | +57.4% | -78.0% | -24.4% |
| YTD | -27.6% | +39.8% | -67.4% | -30.6% |
| 1Y | -64.3% | +196.5% | -260.8% | -68.4% |
| 3Y | -60.0% | +357.2% | -417.2% | -68.1% |
| 5Y | -57.7% | +18.9% | -76.6% | -62.2% |
| All | -55.8% | +37.7% | -93.5% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling