-15.8%
F vs FISV
-37.5%
+21.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.6% | +25.7% | -24.2% | -4.0% |
| 30D | +2.6% | +38.8% | -36.1% | -5.3% |
| 3M | -8.8% | +16.2% | -25.0% | -12.3% |
| 6M | +4.6% | +12.1% | -7.4% | +0.8% |
| YTD | -1.9% | -6.4% | +4.5% | -1.6% |
| 1Y | -0.8% | +2.0% | -2.8% | -2.9% |
| 3Y | +43.5% | -47.4% | +90.9% | +33.5% |
| All | -15.8% | -37.5% | +21.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling