-57.6%
FISV vs VYM
+65.1%
-122.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.8% |
| 7D | -2.7% | -0.8% | -1.9% | -1.9% |
| 30D | 0.0% | -2.2% | +2.3% | +2.3% |
| 3M | -2.8% | +3.1% | -5.9% | -5.4% |
| 6M | -11.8% | +9.7% | -21.5% | -19.3% |
| YTD | -23.2% | +14.9% | -38.1% | -32.8% |
| 1Y | -62.0% | +17.6% | -79.6% | -67.4% |
| 3Y | -57.6% | +65.3% | -122.9% | -73.5% |
| All | -57.6% | +65.1% | -122.7% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling