-36.2%
FISV vs D
+14.9%
-51.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +22.3% | +0.8% | +21.6% | +22.0% |
| 30D | +39.2% | +10.7% | +28.5% | +35.5% |
| 3M | +21.2% | +2.3% | +18.9% | +20.4% |
| 6M | +14.5% | +12.5% | +2.0% | +10.6% |
| YTD | -5.4% | +20.1% | -25.5% | -10.7% |
| 1Y | -0.3% | +15.6% | -15.8% | -4.8% |
| 3Y | -46.8% | +75.2% | -122.0% | -55.6% |
| 5Y | -36.2% | +14.6% | -50.8% | -35.8% |
| All | -36.2% | +14.9% | -51.1% | -35.8% |
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