+27.1%
FISV vs D
+47.5%
-20.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +3.0% | -2.4% | +5.4% | +4.0% |
| 30D | +38.8% | +9.0% | +29.8% | +34.1% |
| 3M | +21.2% | +1.0% | +20.3% | +20.7% |
| 6M | +17.5% | +11.0% | +6.5% | +12.2% |
| YTD | -4.9% | +19.8% | -24.6% | -12.4% |
| 1Y | -0.6% | +16.0% | -16.5% | -7.4% |
| 3Y | -47.4% | +74.4% | -121.8% | -59.6% |
| 5Y | -36.0% | +13.5% | -49.6% | -40.8% |
| 10Y | +27.1% | +48.4% | -21.2% | +6.5% |
| All | +27.1% | +47.5% | -20.3% | +6.5% |
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