-54.7%
FISV vs B
+158.0%
-212.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | -2.1% | +9.4% | -11.5% | -2.6% |
| 3M | -5.7% | +5.0% | -10.7% | -6.0% |
| 6M | -15.3% | -3.5% | -11.8% | -15.2% |
| YTD | -21.1% | +4.5% | -25.6% | -21.8% |
| 1Y | -61.1% | +67.8% | -128.9% | -63.5% |
| 3Y | -56.8% | +196.7% | -253.5% | -63.0% |
| All | -54.7% | +158.0% | -212.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling