+269.7%
FISV vs VYM
+484.2%
-214.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -7.2% | -1.9% | -5.4% | -5.4% |
| 30D | -7.2% | -2.6% | -4.6% | -4.7% |
| 3M | -8.2% | +3.6% | -11.7% | -11.3% |
| 6M | -17.7% | +8.7% | -26.4% | -24.2% |
| YTD | -27.2% | +14.1% | -41.3% | -36.1% |
| 1Y | -63.0% | +17.8% | -80.8% | -68.4% |
| 3Y | -59.8% | +64.5% | -124.3% | -75.5% |
| 5Y | -55.8% | +77.5% | -133.3% | -74.8% |
| 10Y | -2.4% | +206.1% | -208.6% | -67.0% |
| All | +269.7% | +484.2% | -214.5% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling