+67.3%
F vs FISV
+26.5%
+40.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.2% |
| 7D | -3.1% | +1.4% | -4.5% | -3.6% |
| 30D | 0.0% | +38.4% | -38.4% | -11.2% |
| 3M | -13.2% | +14.9% | -28.1% | -17.8% |
| 6M | -10.2% | +21.8% | -32.0% | -17.7% |
| YTD | -4.9% | -5.0% | +0.1% | -5.7% |
| 1Y | -6.1% | -1.2% | -4.9% | -8.4% |
| 3Y | +46.0% | -47.5% | +93.5% | +54.6% |
| 5Y | -15.7% | -36.7% | +21.0% | -20.8% |
| All | +67.3% | +26.5% | +40.8% | +18.2% |
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