-53.1%
FISV vs AGG
-2.6%
-50.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | 0.0% | -1.1% | +1.2% | +0.7% |
| 3M | -2.8% | -1.9% | -0.9% | -1.8% |
| 6M | -11.8% | -1.7% | -10.1% | -11.0% |
| YTD | -23.2% | -1.3% | -21.9% | -22.7% |
| 1Y | -62.0% | -0.7% | -61.2% | -61.7% |
| 3Y | -57.6% | +12.5% | -70.1% | -59.8% |
| All | -53.1% | -2.6% | -50.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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