+2.0%
FISV vs VTR
+99.2%
-97.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | 0.0% | +1.1% | -1.1% | -0.3% |
| 3M | -2.8% | +7.9% | -10.7% | -5.3% |
| 6M | -11.8% | +6.2% | -18.0% | -13.9% |
| YTD | -23.2% | +17.7% | -40.9% | -27.6% |
| 1Y | -62.0% | +32.9% | -94.9% | -65.6% |
| 3Y | -57.6% | +129.7% | -187.3% | -68.3% |
| 5Y | -53.4% | +89.3% | -142.7% | -63.4% |
| All | +2.0% | +99.2% | -97.2% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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