-58.4%
FISV vs COMP
-49.4%
-9.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.7% |
| 7D | -1.6% | +4.1% | -5.6% | -2.0% |
| 30D | -3.0% | -14.5% | +11.6% | -1.5% |
| 3M | -3.5% | +41.8% | -45.3% | -7.1% |
| 6M | -19.4% | +23.6% | -43.0% | -21.9% |
| YTD | -24.3% | +1.7% | -26.0% | -25.4% |
| 1Y | -62.4% | +12.6% | -74.9% | -63.4% |
| 3Y | -58.2% | +221.9% | -280.0% | -64.5% |
| 5Y | -56.5% | -28.1% | -28.4% | -59.3% |
| All | -58.4% | -49.4% | -9.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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