+2.0%
FISV vs VTEB
+17.9%
-15.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +5.1% |
| 7D | -2.7% | -0.9% | -1.8% | -1.9% |
| 30D | 0.0% | -2.5% | +2.5% | +2.3% |
| 3M | -2.8% | -3.0% | +0.2% | -0.2% |
| 6M | -11.8% | -2.1% | -9.7% | -10.1% |
| YTD | -23.2% | -1.5% | -21.7% | -22.1% |
| 1Y | -62.0% | +0.2% | -62.2% | -62.0% |
| 3Y | -57.6% | +8.6% | -66.2% | -60.7% |
| 5Y | -53.4% | +1.2% | -54.6% | -54.0% |
| All | +2.0% | +17.9% | -15.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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