+70.6%
VZ vs FISV
+25.6%
+44.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +2.4% | +8.4% | -6.1% | +1.1% |
| 30D | +11.2% | +38.8% | -27.6% | +5.6% |
| 3M | 0.0% | +21.3% | -21.3% | -3.2% |
| 6M | +1.3% | +14.1% | -12.8% | -1.3% |
| YTD | +21.3% | -5.7% | +27.0% | +21.0% |
| 1Y | +23.9% | -0.8% | +24.7% | +22.6% |
| 3Y | +57.7% | -47.9% | +105.6% | +60.8% |
| 5Y | +21.2% | -36.8% | +58.0% | +15.9% |
| 10Y | +70.6% | +26.9% | +43.7% | +18.6% |
| All | +70.6% | +25.6% | +44.9% | +18.6% |
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