-3.7%
FISV vs BG
+7.2%
-10.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +6.4% |
| 7D | +29.6% | -3.8% | +33.4% | +29.2% |
| 30D | +34.5% | -9.6% | +44.1% | +33.3% |
| 3M | +11.2% | -8.5% | +19.8% | +10.2% |
| 6M | -1.2% | -23.0% | +21.8% | -3.0% |
| YTD | -7.6% | +10.9% | -18.5% | -9.3% |
| 1Y | -3.7% | +6.0% | -9.7% | -4.7% |
| All | -3.7% | +7.2% | -10.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling