+2.0%
FISV vs VTRS
-48.4%
+50.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | 0.0% | +3.3% | -3.3% | -0.7% |
| 3M | -2.8% | +2.0% | -4.8% | -3.3% |
| 6M | -11.8% | +19.9% | -31.8% | -15.5% |
| YTD | -23.2% | +35.7% | -58.9% | -28.6% |
| 1Y | -62.0% | +68.1% | -130.1% | -66.3% |
| 3Y | -57.6% | +87.1% | -144.7% | -64.2% |
| 5Y | -53.4% | +47.6% | -101.0% | -59.4% |
| All | +2.0% | -48.4% | +50.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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