+2.0%
FISV vs VWO
+117.1%
-115.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.0% |
| 7D | -2.7% | -1.8% | -0.9% | -1.6% |
| 30D | 0.0% | -0.1% | +0.1% | +0.1% |
| 3M | -2.8% | +2.2% | -5.0% | -4.8% |
| 6M | -11.8% | +8.8% | -20.6% | -17.5% |
| YTD | -23.2% | +12.4% | -35.6% | -29.9% |
| 1Y | -62.0% | +15.6% | -77.6% | -66.0% |
| 3Y | -57.6% | +62.5% | -120.1% | -70.6% |
| 5Y | -53.4% | +34.3% | -87.7% | -63.2% |
| All | +2.0% | +117.1% | -115.1% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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