+46.5%
F vs FISV
-55.8%
+102.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -3.3% |
| 7D | +1.2% | -1.6% | +2.7% | +1.6% |
| 30D | +1.2% | -3.0% | +4.2% | +1.9% |
| 3M | -5.7% | -3.5% | -2.1% | -5.4% |
| 6M | +17.9% | -19.4% | +37.3% | +23.1% |
| YTD | +10.4% | -24.3% | +34.7% | +16.9% |
| 1Y | +25.3% | -62.4% | +87.7% | +55.4% |
| 3Y | +37.5% | -58.2% | +95.6% | +39.6% |
| 5Y | +46.5% | -56.5% | +103.0% | +41.7% |
| All | +46.5% | -55.8% | +102.3% | +41.7% |
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