-3.3%
FISV vs COO
+17.5%
-20.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.7% | +15.2% | +6.9% |
| 7D | -7.2% | -23.3% | +16.1% | +3.4% |
| 30D | -7.2% | -29.5% | +22.3% | +7.3% |
| 3M | -8.2% | -20.0% | +11.8% | +0.3% |
| 6M | -17.7% | -27.2% | +9.5% | -6.6% |
| YTD | -27.2% | -33.9% | +6.8% | -13.7% |
| 1Y | -63.0% | -19.9% | -43.0% | -59.5% |
| 3Y | -59.8% | -38.1% | -21.7% | -53.1% |
| 5Y | -55.8% | -52.0% | -3.8% | -42.7% |
| All | -3.3% | +17.5% | -20.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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