-60.0%
FISV vs VXUS
+73.0%
-133.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.1% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | -6.8% | +0.7% | -7.5% | -7.0% |
| 3M | -10.0% | +4.8% | -14.7% | -12.0% |
| 6M | -20.6% | +11.3% | -32.0% | -25.4% |
| YTD | -27.6% | +16.5% | -44.1% | -33.9% |
| 1Y | -64.3% | +24.3% | -88.6% | -68.6% |
| All | -60.0% | +73.0% | -133.0% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling