+2.0%
FISV vs A
+256.4%
-254.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.8% | +4.3% |
| 7D | -2.7% | -2.6% | -0.1% | -1.5% |
| 30D | 0.0% | -0.9% | +0.9% | +0.4% |
| 3M | -2.8% | +13.6% | -16.4% | -8.2% |
| 6M | -11.8% | +27.8% | -39.7% | -21.6% |
| YTD | -23.2% | +8.6% | -31.8% | -26.8% |
| 1Y | -62.0% | +16.9% | -78.9% | -64.9% |
| 3Y | -57.6% | +32.9% | -90.5% | -64.9% |
| 5Y | -53.4% | -14.1% | -39.3% | -52.9% |
| All | +2.0% | +256.4% | -254.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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