-3.3%
FISV vs B
+209.1%
-212.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -7.2% | -5.0% | -2.2% | -6.9% |
| 30D | -7.2% | +8.7% | -15.9% | -7.7% |
| 3M | -8.2% | +17.3% | -25.5% | -9.3% |
| 6M | -17.7% | -5.0% | -12.6% | -17.7% |
| YTD | -27.2% | +1.4% | -28.6% | -27.7% |
| 1Y | -63.0% | +50.5% | -113.5% | -64.6% |
| 3Y | -59.8% | +194.4% | -254.1% | -64.1% |
| 5Y | -55.8% | +156.7% | -212.5% | -60.6% |
| All | -3.3% | +209.1% | -212.4% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded B 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling