+353.8%
FISV vs VT
+374.2%
-20.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.7% |
| 30D | -2.1% | +1.0% | -3.0% | -2.8% |
| 3M | -5.7% | +2.4% | -8.1% | -8.2% |
| 6M | -15.3% | +12.0% | -27.3% | -23.9% |
| YTD | -21.1% | +15.3% | -36.4% | -30.8% |
| 1Y | -61.1% | +22.6% | -83.7% | -67.6% |
| 3Y | -56.8% | +74.7% | -131.5% | -73.8% |
| 5Y | -54.2% | +66.1% | -120.3% | -70.9% |
| 10Y | +1.6% | +225.0% | -223.4% | -62.2% |
| All | +353.8% | +374.2% | -20.4% | +29.0% |
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