+269.3%
C vs FISV
-58.7%
+328.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | +3.2% | -1.6% | +4.7% | +3.5% |
| 30D | +1.3% | -3.0% | +4.2% | +1.7% |
| 3M | +3.1% | -3.5% | +6.6% | +3.3% |
| 6M | +29.6% | -19.4% | +49.0% | +34.0% |
| YTD | +19.0% | -24.3% | +43.2% | +24.2% |
| 1Y | +45.6% | -62.4% | +108.0% | +69.7% |
| 3Y | +269.3% | -58.2% | +327.4% | +264.0% |
| All | +269.3% | -58.7% | +328.0% | +264.0% |
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 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