+2,397.0%
VRT vs FISV
-34.1%
+2,431.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | -7.7% | -7.2% | -0.5% | -5.5% |
| 30D | -12.0% | -7.2% | -4.8% | -10.1% |
| 3M | -11.7% | -8.2% | -3.5% | -10.8% |
| 6M | -8.1% | -17.7% | +9.6% | -4.5% |
| YTD | +53.2% | -27.2% | +80.4% | +65.1% |
| 1Y | +81.7% | -63.0% | +144.6% | +136.2% |
| 3Y | +535.3% | -59.8% | +595.0% | +628.1% |
| 5Y | +916.4% | -55.8% | +972.2% | +984.7% |
| All | +2,397.0% | -34.1% | +2,431.1% | +2,341.9% |
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