-56.5%
FISV vs D
+8.5%
-65.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | -3.0% | -0.7% | -2.2% | -2.8% |
| 3M | -3.5% | +2.1% | -5.6% | -4.1% |
| 6M | -19.4% | +6.8% | -26.2% | -21.1% |
| YTD | -24.3% | +16.5% | -40.8% | -27.9% |
| 1Y | -62.4% | +19.2% | -81.5% | -64.4% |
| 3Y | -58.2% | +61.9% | -120.0% | -64.3% |
| 5Y | -56.5% | +6.5% | -63.1% | -55.9% |
| All | -56.5% | +8.5% | -65.1% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling