-6.1%
F vs FISV
-1.6%
-4.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.2% |
| 7D | -3.1% | +1.4% | -4.5% | -3.2% |
| 30D | 0.0% | +38.4% | -38.4% | -2.7% |
| 3M | -13.2% | +14.9% | -28.1% | -14.7% |
| 6M | -10.2% | +21.8% | -32.0% | -11.5% |
| YTD | -4.9% | -5.0% | +0.1% | -3.2% |
| 1Y | -6.1% | -1.2% | -4.9% | -5.8% |
| All | -6.1% | -1.6% | -4.4% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling