-53.1%
FISV vs VYM
+77.5%
-130.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.7% |
| 7D | -2.7% | -0.8% | -1.9% | -1.8% |
| 30D | 0.0% | -2.2% | +2.3% | +2.6% |
| 3M | -2.8% | +3.1% | -5.9% | -5.7% |
| 6M | -11.8% | +9.7% | -21.5% | -20.0% |
| YTD | -23.2% | +14.9% | -38.1% | -33.7% |
| 1Y | -62.0% | +17.6% | -79.6% | -67.9% |
| 3Y | -57.6% | +65.3% | -122.9% | -75.3% |
| All | -53.1% | +77.5% | -130.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling