-62.0%
FISV vs BR
-31.7%
-30.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.7% |
| 7D | -2.7% | -3.0% | +0.3% | -0.1% |
| 30D | 0.0% | -0.3% | +0.3% | +0.1% |
| 3M | -2.8% | +17.3% | -20.1% | -16.6% |
| 6M | -11.8% | -6.7% | -5.1% | -6.4% |
| YTD | -23.2% | -23.4% | +0.2% | +21.1% |
| 1Y | -62.0% | -32.7% | -29.3% | -20.6% |
| All | -62.0% | -31.7% | -30.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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