+216.5%
C vs FISV
-47.3%
+263.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -0.4% | +3.0% | -3.4% | -0.9% |
| 30D | -5.3% | +38.8% | -44.1% | -10.5% |
| 3M | -8.0% | +21.2% | -29.2% | -11.2% |
| 6M | -0.3% | +17.5% | -17.7% | -3.6% |
| YTD | +8.6% | -4.9% | +13.5% | +8.8% |
| 1Y | +25.8% | -0.6% | +26.4% | +25.0% |
| All | +216.5% | -47.3% | +263.8% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling