-3.0%
FISV vs ACWI
+226.5%
-229.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.8% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -6.8% | -0.6% | -6.2% | -6.2% |
| 3M | -10.0% | +4.3% | -14.2% | -14.1% |
| 6M | -20.6% | +12.7% | -33.3% | -30.4% |
| YTD | -27.6% | +13.9% | -41.5% | -37.2% |
| 1Y | -64.3% | +20.5% | -84.9% | -70.8% |
| 3Y | -60.0% | +76.5% | -136.5% | -78.4% |
| 5Y | -57.7% | +67.5% | -125.2% | -75.8% |
| 10Y | -3.0% | +231.8% | -234.8% | -72.9% |
| All | -3.0% | +226.5% | -229.5% | -72.9% |
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