-3.0%
FISV vs D
+34.1%
-37.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.7% | -3.7% |
| 7D | -6.4% | -0.4% | -6.0% | -6.2% |
| 30D | -6.8% | -2.1% | -4.8% | -6.1% |
| 3M | -10.0% | -0.7% | -9.2% | -9.8% |
| 6M | -20.6% | +5.6% | -26.2% | -22.8% |
| YTD | -27.6% | +14.6% | -42.1% | -32.1% |
| 1Y | -64.3% | +15.3% | -79.7% | -66.7% |
| 3Y | -60.0% | +59.1% | -119.1% | -68.2% |
| 5Y | -57.7% | +3.9% | -61.6% | -59.3% |
| 10Y | -3.0% | +38.5% | -41.5% | -17.6% |
| All | -3.0% | +34.1% | -37.0% | -17.6% |
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