+84.1%
F vs FISV
-4.3%
+88.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -2.4% |
| 7D | -4.9% | -6.4% | +1.5% | -2.6% |
| 30D | -2.9% | -6.8% | +3.9% | -0.5% |
| 3M | -9.1% | -10.0% | +0.9% | -6.4% |
| 6M | +12.9% | -20.6% | +33.6% | +20.5% |
| YTD | +6.1% | -27.6% | +33.6% | +16.5% |
| 1Y | +22.5% | -64.3% | +86.9% | +66.6% |
| 3Y | +32.1% | -60.0% | +92.0% | +54.8% |
| 5Y | +43.7% | -57.7% | +101.4% | +60.0% |
| 10Y | +84.1% | -3.0% | +87.1% | +35.9% |
| All | +84.1% | -4.3% | +88.4% | +35.9% |
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 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