+612.2%
FCX vs FISV
+3.1%
+609.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -2.4% |
| 7D | -2.3% | -2.7% | +0.4% | -1.5% |
| 30D | +2.7% | 0.0% | +2.6% | +2.0% |
| 3M | +7.4% | -2.8% | +10.2% | +6.5% |
| 6M | +16.0% | -11.8% | +27.9% | +18.8% |
| YTD | +40.9% | -23.2% | +64.1% | +51.7% |
| 1Y | +56.4% | -62.0% | +118.4% | +116.2% |
| 3Y | +84.2% | -57.6% | +141.8% | +110.9% |
| 5Y | +114.6% | -53.4% | +168.0% | +122.5% |
| All | +612.2% | +3.1% | +609.1% | +341.5% |
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