-57.7%
FISV vs ALL
+115.1%
-172.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.4% |
| 7D | -6.4% | -2.2% | -4.2% | -5.7% |
| 30D | -6.8% | -5.6% | -1.3% | -5.0% |
| 3M | -10.0% | +17.2% | -27.2% | -14.8% |
| 6M | -20.6% | +23.2% | -43.9% | -26.2% |
| YTD | -27.6% | +23.6% | -51.2% | -32.8% |
| 1Y | -64.3% | +29.2% | -93.5% | -67.4% |
| 3Y | -60.0% | +153.8% | -213.8% | -70.8% |
| 5Y | -57.7% | +116.1% | -173.8% | -66.8% |
| All | -57.7% | +115.1% | -172.8% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling