+788.0%
FISV vs A
+457.0%
+330.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | -2.1% | +6.9% | -9.0% | -3.9% |
| 3M | -5.7% | +9.2% | -15.0% | -8.2% |
| 6M | -15.3% | +25.7% | -41.0% | -21.2% |
| YTD | -21.1% | +11.5% | -32.6% | -24.1% |
| 1Y | -61.1% | +18.4% | -79.4% | -63.2% |
| 3Y | -56.8% | +26.6% | -83.4% | -60.7% |
| 5Y | -54.2% | -12.8% | -41.4% | -54.4% |
| 10Y | +1.6% | +247.2% | -245.6% | -29.4% |
| All | +788.0% | +457.0% | +330.9% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling