+27.4%
FISV vs D
+48.0%
-20.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | +38.4% | +7.7% | +30.7% | +34.5% |
| 3M | +14.9% | -0.3% | +15.2% | +15.0% |
| 6M | +21.8% | +10.1% | +11.7% | +16.7% |
| YTD | -5.0% | +19.1% | -24.1% | -12.3% |
| 1Y | -1.2% | +15.9% | -17.1% | -7.9% |
| 3Y | -47.5% | +75.0% | -122.5% | -59.8% |
| 5Y | -36.7% | +13.4% | -50.1% | -41.4% |
| All | +27.4% | +48.0% | -20.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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