-57.7%
FISV vs A
-16.2%
-41.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -6.4% | -4.4% | -2.0% | -5.1% |
| 30D | -6.8% | -2.7% | -4.2% | -6.1% |
| 3M | -10.0% | +7.0% | -17.0% | -12.0% |
| 6M | -20.6% | +24.6% | -45.2% | -26.5% |
| YTD | -27.6% | +7.0% | -34.6% | -29.5% |
| 1Y | -64.3% | +15.6% | -79.9% | -66.1% |
| 3Y | -60.0% | +29.9% | -89.9% | -64.9% |
| 5Y | -57.7% | -15.4% | -42.3% | -59.4% |
| All | -57.7% | -16.2% | -41.5% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling