+2,010.2%
VRT vs FISV
-17.2%
+2,027.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +2.6% |
| 7D | +18.6% | -2.0% | +20.6% | +19.3% |
| 30D | -11.7% | +31.8% | -43.5% | -19.4% |
| 3M | -27.3% | +19.3% | -46.6% | -31.8% |
| 6M | -42.9% | +12.1% | -54.9% | -46.3% |
| YTD | +29.5% | -8.4% | +37.9% | +28.9% |
| 1Y | +21.0% | -4.5% | +25.5% | +18.3% |
| 3Y | +403.1% | -49.4% | +452.5% | +432.2% |
| 5Y | +688.8% | -39.0% | +727.8% | +647.5% |
| All | +2,010.2% | -17.2% | +2,027.4% | +1,807.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling