+1,116.3%
VST vs FISV
+29.5%
+1,086.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.3% | +10.5% |
| 7D | -9.8% | +25.7% | -35.5% | -15.0% |
| 30D | -25.1% | +38.8% | -63.9% | -31.4% |
| 3M | -11.6% | +16.2% | -27.8% | -15.5% |
| 6M | -20.9% | +12.1% | -33.0% | -24.5% |
| YTD | -22.3% | -6.4% | -15.9% | -22.5% |
| 1Y | -32.0% | +2.0% | -34.0% | -34.1% |
| 3Y | +262.4% | -47.4% | +309.8% | +280.4% |
| 5Y | +563.4% | -37.3% | +600.7% | +525.0% |
| All | +1,116.3% | +29.5% | +1,086.9% | +914.1% |
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