+442.9%
FISV vs VWO
+320.5%
+122.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.1% |
| 7D | -2.7% | -1.8% | -0.9% | -1.7% |
| 30D | 0.0% | -0.1% | +0.1% | +0.1% |
| 3M | -2.8% | +2.2% | -5.0% | -4.5% |
| 6M | -11.8% | +8.8% | -20.6% | -16.5% |
| YTD | -23.2% | +12.4% | -35.6% | -28.7% |
| 1Y | -62.0% | +15.6% | -77.6% | -65.3% |
| 3Y | -57.6% | +62.5% | -120.1% | -68.2% |
| 5Y | -53.4% | +34.3% | -87.7% | -61.4% |
| 10Y | +2.9% | +114.8% | -111.9% | -34.2% |
| All | +442.9% | +320.5% | +122.4% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling