+2,723.0%
VRT vs FISV
-28.6%
+2,751.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.2% |
| 7D | +9.1% | -0.3% | +9.5% | +9.2% |
| 30D | +0.9% | -2.1% | +3.0% | +1.4% |
| 3M | -13.4% | -5.7% | -7.6% | -13.1% |
| 6M | +11.7% | -15.3% | +27.0% | +15.2% |
| YTD | +73.2% | -21.1% | +94.3% | +82.1% |
| 1Y | +123.4% | -61.1% | +184.5% | +187.6% |
| 3Y | +606.2% | -56.8% | +663.0% | +694.3% |
| 5Y | +899.9% | -54.2% | +954.1% | +963.5% |
| All | +2,723.0% | -28.6% | +2,751.7% | +2,592.8% |
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 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