+383.4%
EFA vs FISV
+430.9%
-47.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -2.4% | -7.2% | +4.8% | +0.4% |
| 30D | -2.2% | -7.2% | +4.9% | +0.2% |
| 3M | +5.7% | -8.2% | +13.8% | +7.7% |
| 6M | +8.2% | -17.7% | +25.9% | +14.0% |
| YTD | +11.8% | -27.2% | +38.9% | +22.6% |
| 1Y | +18.3% | -63.0% | +81.3% | +57.9% |
| 3Y | +64.9% | -59.8% | +124.7% | +99.5% |
| 5Y | +52.4% | -55.8% | +108.2% | +71.5% |
| 10Y | +142.4% | -2.4% | +144.8% | +74.6% |
| All | +383.4% | +430.9% | -47.5% | +49.3% |
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