+2.0%
FISV vs VTV
+234.5%
-232.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.7% |
| 7D | -2.7% | -1.1% | -1.6% | -1.5% |
| 30D | 0.0% | -1.0% | +1.1% | +1.2% |
| 3M | -2.8% | +4.6% | -7.4% | -7.4% |
| 6M | -11.8% | +13.5% | -25.3% | -23.1% |
| YTD | -23.2% | +18.5% | -41.7% | -36.0% |
| 1Y | -62.0% | +22.9% | -84.9% | -69.3% |
| 3Y | -57.6% | +67.8% | -125.5% | -75.4% |
| 5Y | -53.4% | +81.8% | -135.2% | -74.9% |
| All | +2.0% | +234.5% | -232.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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