+484.0%
V vs FISV
+26.5%
+457.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | +9.0% | +38.4% | -29.5% | -6.0% |
| 3M | +16.7% | +14.9% | +1.8% | +8.9% |
| 6M | +33.4% | +21.8% | +11.6% | +20.1% |
| YTD | +22.4% | -5.0% | +27.4% | +21.9% |
| 1Y | +27.7% | -1.2% | +28.8% | +24.7% |
| 3Y | +78.0% | -47.5% | +125.5% | +91.4% |
| 5Y | +108.5% | -36.7% | +145.3% | +92.0% |
| All | +484.0% | +26.5% | +457.5% | +233.8% |
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