-56.9%
FISV vs D
+63.9%
-120.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -2.1% | -2.6% | +0.5% | -1.6% |
| 3M | -5.7% | 0.0% | -5.8% | -5.8% |
| 6M | -15.3% | +7.4% | -22.7% | -16.8% |
| YTD | -21.1% | +15.9% | -37.0% | -24.0% |
| 1Y | -61.1% | +18.1% | -79.2% | -62.7% |
| All | -56.9% | +63.9% | -120.8% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling