+67.7%
FERG vs FISV
-53.5%
+121.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.2% |
| 7D | -2.6% | -2.7% | +0.1% | -2.1% |
| 30D | -8.9% | 0.0% | -8.9% | -9.0% |
| 3M | -2.0% | -2.8% | +0.7% | -2.0% |
| 6M | -3.2% | -11.8% | +8.6% | -1.6% |
| YTD | +1.5% | -23.2% | +24.7% | +5.6% |
| 1Y | +0.5% | -62.0% | +62.5% | +16.6% |
| 3Y | +50.4% | -57.6% | +108.0% | +53.0% |
| All | +67.7% | -53.5% | +121.2% | +55.8% |
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 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