-49.7%
FISV vs COMP
-52.8%
+3.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.6% | -3.5% |
| 7D | -2.0% | +8.9% | -10.9% | -2.9% |
| 30D | +31.8% | +14.0% | +17.8% | +29.8% |
| 3M | +19.3% | -21.1% | +40.4% | +21.7% |
| 6M | +12.1% | +20.1% | -8.0% | +9.2% |
| YTD | -8.4% | -5.0% | -3.4% | -9.5% |
| 1Y | -4.5% | +5.7% | -10.2% | -6.6% |
| 3Y | -49.4% | +412.2% | -461.6% | -58.9% |
| 5Y | -39.0% | -12.1% | -26.9% | -43.8% |
| All | -49.7% | -52.8% | +3.1% | -52.3% |
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