+64.4%
VZ vs FISV
-4.3%
+68.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.7% |
| 7D | -1.0% | -6.4% | +5.5% | 0.0% |
| 30D | +5.8% | -6.8% | +12.6% | +6.8% |
| 3M | +10.5% | -10.0% | +20.5% | +11.9% |
| 6M | +1.8% | -20.6% | +22.4% | +4.7% |
| YTD | +28.3% | -27.6% | +55.8% | +33.5% |
| 1Y | +22.0% | -64.3% | +86.3% | +38.9% |
| 3Y | +81.8% | -60.0% | +141.8% | +93.4% |
| 5Y | +25.3% | -57.7% | +83.0% | +29.4% |
| 10Y | +64.4% | -3.0% | +67.4% | +25.0% |
| All | +64.4% | -4.3% | +68.7% | +25.0% |
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