+22.3%
DIS vs FISV
-4.3%
+26.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.7% |
| 7D | -3.5% | -6.4% | +2.9% | -1.3% |
| 30D | +1.0% | -6.8% | +7.8% | +3.3% |
| 3M | +5.7% | -10.0% | +15.6% | +8.7% |
| 6M | +3.3% | -20.6% | +23.9% | +10.6% |
| YTD | -7.7% | -27.6% | +19.8% | +1.8% |
| 1Y | -10.0% | -64.3% | +54.4% | +22.1% |
| 3Y | +31.7% | -60.0% | +91.7% | +54.7% |
| 5Y | -42.2% | -57.7% | +15.5% | -35.6% |
| 10Y | +22.3% | -3.0% | +25.3% | 0.0% |
| All | +22.3% | -4.3% | +26.7% | 0.0% |
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 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