+1,238.2%
VST vs FISV
+2.4%
+1,235.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.7% | +2.6% |
| 7D | +9.9% | -1.6% | +11.4% | +10.3% |
| 30D | +7.9% | -3.0% | +10.9% | +8.5% |
| 3M | +3.4% | -3.5% | +7.0% | +3.2% |
| 6M | -4.1% | -19.4% | +15.3% | 0.0% |
| YTD | -5.7% | -24.3% | +18.6% | -0.2% |
| 1Y | -18.9% | -62.4% | +43.5% | +0.1% |
| 3Y | +359.1% | -58.2% | +417.2% | +414.7% |
| 5Y | +766.9% | -56.5% | +823.4% | +829.9% |
| All | +1,238.2% | +2.4% | +1,235.8% | +1,011.1% |
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