+438.4%
FISV vs VT
+346.0%
+92.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +25.7% | -2.3% | +28.0% | +28.1% |
| 30D | +38.8% | -5.0% | +43.7% | +44.4% |
| 3M | +16.2% | -4.9% | +21.1% | +20.9% |
| 6M | +12.1% | -1.5% | +13.6% | +12.3% |
| YTD | -6.4% | +8.5% | -14.9% | -13.8% |
| 1Y | +2.0% | +11.4% | -9.3% | -8.2% |
| 3Y | -47.4% | +70.1% | -117.5% | -67.5% |
| 5Y | -37.3% | +53.7% | -91.1% | -57.6% |
| 10Y | +28.4% | +220.0% | -191.5% | -51.5% |
| All | +438.4% | +346.0% | +92.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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