+27.4%
FISV vs ALL
+377.9%
-350.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.5% |
| 7D | +1.4% | +5.0% | -3.6% | -1.1% |
| 30D | +38.4% | +13.3% | +25.1% | +30.0% |
| 3M | +14.9% | +3.2% | +11.7% | +12.9% |
| 6M | +21.8% | +25.3% | -3.6% | +8.2% |
| YTD | -5.0% | +30.5% | -35.5% | -17.6% |
| 1Y | -1.2% | +29.2% | -30.4% | -13.9% |
| 3Y | -47.5% | +119.1% | -166.6% | -66.0% |
| 5Y | -36.7% | +162.6% | -199.4% | -64.8% |
| All | +27.4% | +377.9% | -350.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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