-61.1%
FISV vs VYM
+21.4%
-82.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.1% | -0.5% | -1.5% | -1.4% |
| 3M | -5.7% | +3.0% | -8.8% | -8.8% |
| 6M | -15.3% | +8.2% | -23.6% | -23.4% |
| YTD | -21.1% | +15.8% | -36.9% | -35.8% |
| 1Y | -61.1% | +20.8% | -81.9% | -70.1% |
| All | -61.1% | +21.4% | -82.5% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling