+1,335.0%
FERG vs FISV
+313.1%
+1,022.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.4% |
| 7D | +3.4% | -1.6% | +4.9% | +3.6% |
| 30D | -11.5% | -3.0% | -8.6% | -11.2% |
| 3M | +1.3% | -3.5% | +4.8% | +1.4% |
| 6M | -1.0% | -19.4% | +18.4% | +1.3% |
| YTD | +3.2% | -24.3% | +27.5% | +6.2% |
| 1Y | -3.0% | -62.4% | +59.4% | +6.9% |
| 3Y | +55.0% | -58.2% | +113.2% | +66.3% |
| 5Y | +72.6% | -56.5% | +129.2% | +81.8% |
| 10Y | +358.9% | -0.5% | +359.5% | +354.7% |
| All | +1,335.0% | +313.1% | +1,022.0% | +1,218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling