+294.7%
C vs FISV
-4.3%
+299.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.7% |
| 7D | +2.6% | -6.4% | +9.0% | +5.5% |
| 30D | +1.9% | -6.8% | +8.7% | +4.7% |
| 3M | +2.8% | -10.0% | +12.8% | +6.0% |
| 6M | +30.6% | -20.6% | +51.2% | +41.5% |
| YTD | +19.9% | -27.6% | +47.4% | +34.8% |
| 1Y | +44.6% | -64.3% | +108.9% | +110.7% |
| 3Y | +272.1% | -60.0% | +332.1% | +359.7% |
| 5Y | +132.0% | -57.7% | +189.7% | +167.0% |
| 10Y | +294.7% | -3.0% | +297.6% | +207.7% |
| All | +294.7% | -4.3% | +299.0% | +207.7% |
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