+27.1%
FISV vs CAPR
-59.1%
+86.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.5% | -25.6% | +0.5% |
| 7D | +3.0% | +25.8% | -22.8% | +2.5% |
| 30D | +38.8% | +50.2% | -11.4% | +37.7% |
| 3M | +21.2% | +185.5% | -164.3% | +18.6% |
| 6M | +17.5% | -64.8% | +82.3% | +17.9% |
| YTD | -4.9% | -61.1% | +56.3% | -4.9% |
| 1Y | -0.6% | +81.0% | -81.5% | -6.7% |
| 3Y | -47.4% | +300.7% | -348.1% | -53.0% |
| 5Y | -36.0% | +223.3% | -259.4% | -43.2% |
| 10Y | +27.1% | -58.8% | +85.9% | +6.0% |
| All | +27.1% | -59.1% | +86.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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