+21.4%
VZ vs FISV
-36.4%
+57.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +2.2% | +22.3% | -20.1% | +0.4% |
| 30D | +10.6% | +39.2% | -28.6% | +7.4% |
| 3M | -0.6% | +21.2% | -21.8% | -2.5% |
| 6M | +0.7% | +14.5% | -13.7% | -0.9% |
| YTD | +20.6% | -5.4% | +26.0% | +20.2% |
| 1Y | +22.7% | -0.3% | +23.0% | +21.7% |
| 3Y | +57.2% | -46.8% | +104.0% | +51.2% |
| 5Y | +21.4% | -36.2% | +57.6% | +11.6% |
| All | +21.4% | -36.4% | +57.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling