-3.8%
FISV vs B
+217.1%
-221.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.5% | -4.4% |
| 7D | -6.4% | +1.0% | -7.4% | -6.5% |
| 30D | -6.8% | +9.5% | -16.3% | -7.4% |
| 3M | -10.0% | +14.3% | -24.3% | -10.9% |
| 6M | -20.6% | -1.9% | -18.7% | -20.8% |
| YTD | -27.6% | +4.1% | -31.7% | -28.2% |
| 1Y | -64.3% | +56.1% | -120.4% | -66.0% |
| 3Y | -60.0% | +202.0% | -262.0% | -64.4% |
| 5Y | -57.7% | +158.8% | -216.5% | -62.3% |
| All | -3.8% | +217.1% | -221.0% | -13.5% |
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