+2.0%
FISV vs VUG
+424.7%
-422.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.7% |
| 7D | -2.7% | -0.5% | -2.2% | -2.3% |
| 30D | 0.0% | -1.0% | +1.0% | +0.8% |
| 3M | -2.8% | +3.5% | -6.3% | -5.9% |
| 6M | -11.8% | +14.2% | -26.0% | -21.0% |
| YTD | -23.2% | +8.5% | -31.7% | -28.4% |
| 1Y | -62.0% | +12.9% | -74.9% | -65.8% |
| 3Y | -57.6% | +85.6% | -143.2% | -75.1% |
| 5Y | -53.4% | +78.1% | -131.5% | -72.2% |
| All | +2.0% | +424.7% | -422.8% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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