+11,573.1%
COST vs FISV
+10,091.3%
+1,481.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.2% |
| 7D | -2.8% | -6.4% | +3.6% | -1.3% |
| 30D | -5.3% | -6.8% | +1.6% | -3.8% |
| 3M | -6.7% | -10.0% | +3.3% | -4.8% |
| 6M | -9.9% | -20.6% | +10.7% | -5.9% |
| YTD | +5.1% | -27.6% | +32.7% | +11.8% |
| 1Y | -7.3% | -64.3% | +57.0% | +12.5% |
| 3Y | +70.4% | -60.0% | +130.4% | +96.3% |
| 5Y | +104.4% | -57.7% | +162.1% | +129.2% |
| 10Y | +609.0% | -3.0% | +612.0% | +527.6% |
| All | +11,573.1% | +10,091.3% | +1,481.8% | +4,057.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling