-55.8%
FISV vs VUG
+74.2%
-130.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -7.2% | -1.9% | -5.3% | -6.2% |
| 30D | -7.2% | -1.6% | -5.6% | -6.3% |
| 3M | -8.2% | +4.4% | -12.5% | -10.8% |
| 6M | -17.7% | +13.2% | -30.9% | -23.8% |
| YTD | -27.2% | +7.5% | -34.6% | -30.5% |
| 1Y | -63.0% | +12.5% | -75.5% | -65.7% |
| 3Y | -59.8% | +86.0% | -145.7% | -73.1% |
| 5Y | -55.8% | +76.5% | -132.3% | -71.6% |
| All | -55.8% | +74.2% | -130.0% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling