+2.0%
FISV vs VXUS
+151.1%
-149.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.6% |
| 7D | -2.7% | -1.4% | -1.2% | -1.4% |
| 30D | 0.0% | -0.5% | +0.5% | +0.5% |
| 3M | -2.8% | +2.6% | -5.4% | -5.6% |
| 6M | -11.8% | +10.9% | -22.7% | -20.8% |
| YTD | -23.2% | +16.1% | -39.4% | -34.2% |
| 1Y | -62.0% | +22.3% | -84.3% | -68.9% |
| 3Y | -57.6% | +72.0% | -129.6% | -75.3% |
| 5Y | -53.4% | +54.1% | -107.5% | -69.8% |
| All | +2.0% | +151.1% | -149.1% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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