+1,934.0%
VRT vs FISV
-14.1%
+1,948.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.3% | -4.7% |
| 7D | +10.5% | +1.4% | +9.1% | +10.0% |
| 30D | -9.3% | +38.4% | -47.8% | -18.6% |
| 3M | -29.6% | +14.9% | -44.5% | -33.1% |
| 6M | -45.4% | +21.8% | -67.1% | -50.1% |
| YTD | +24.8% | -5.0% | +29.9% | +22.9% |
| 1Y | +23.6% | -1.2% | +24.8% | +19.6% |
| 3Y | +379.7% | -47.5% | +427.2% | +401.9% |
| 5Y | +660.3% | -36.7% | +697.1% | +612.5% |
| All | +1,934.0% | -14.1% | +1,948.1% | +1,718.0% |
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