+27.1%
FISV vs ACWI
+227.3%
-200.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | -0.2% |
| 7D | +3.0% | -0.7% | +3.6% | +3.4% |
| 30D | +38.8% | -2.0% | +40.8% | +41.0% |
| 3M | +21.2% | -2.2% | +23.4% | +23.4% |
| 6M | +17.5% | +1.9% | +15.6% | +13.9% |
| YTD | -4.9% | +12.0% | -16.9% | -16.4% |
| 1Y | -0.6% | +12.5% | -13.1% | -13.1% |
| 3Y | -47.4% | +75.4% | -122.8% | -71.6% |
| 5Y | -36.0% | +61.5% | -97.6% | -62.3% |
| 10Y | +27.1% | +227.1% | -200.0% | -64.5% |
| All | +27.1% | +227.3% | -200.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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