+27.4%
FISV vs CAPR
-65.7%
+93.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.9% | +10.6% | +3.8% |
| 7D | +1.4% | +5.9% | -4.5% | +1.3% |
| 30D | +38.4% | +44.6% | -6.2% | +37.5% |
| 3M | +14.9% | +126.4% | -111.4% | +12.9% |
| 6M | +21.8% | -68.6% | +90.4% | +22.4% |
| YTD | -5.0% | -67.0% | +61.9% | -4.8% |
| 1Y | -1.2% | +65.2% | -66.3% | -7.2% |
| 3Y | -47.5% | +235.6% | -283.1% | -53.0% |
| 5Y | -36.7% | +175.4% | -212.2% | -43.7% |
| All | +27.4% | -65.7% | +93.1% | +8.1% |
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