+379.1%
V vs FISV
+3.1%
+376.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -1.5% |
| 7D | -1.2% | -2.7% | +1.4% | -0.2% |
| 30D | +3.1% | 0.0% | +3.0% | +2.7% |
| 3M | +16.3% | -2.8% | +19.1% | +16.6% |
| 6M | +20.4% | -11.8% | +32.2% | +25.2% |
| YTD | +6.3% | -23.2% | +29.5% | +16.9% |
| 1Y | +8.7% | -62.0% | +70.7% | +53.2% |
| 3Y | +53.3% | -57.6% | +110.9% | +82.0% |
| 5Y | +71.1% | -53.4% | +124.5% | +85.4% |
| All | +379.1% | +3.1% | +376.0% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling