+27.1%
FISV vs B
+203.3%
-176.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +3.0% | -2.7% | +5.6% | +3.1% |
| 30D | +38.8% | -4.3% | +43.1% | +39.0% |
| 3M | +21.2% | -2.3% | +23.5% | +21.2% |
| 6M | +17.5% | -16.2% | +33.7% | +18.5% |
| YTD | -4.9% | -8.8% | +4.0% | -5.1% |
| 1Y | -0.6% | +11.4% | -11.9% | -2.4% |
| 3Y | -47.4% | +174.3% | -221.7% | -53.1% |
| 5Y | -36.0% | +116.2% | -152.2% | -42.5% |
| 10Y | +27.1% | +222.7% | -195.6% | +14.6% |
| All | +27.1% | +203.3% | -176.2% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling