+13,361.1%
FISV vs D
+2,436.6%
+10,924.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +22.3% | +0.8% | +21.6% | +21.9% |
| 30D | +39.2% | +10.7% | +28.5% | +33.5% |
| 3M | +21.2% | +2.3% | +18.9% | +20.0% |
| 6M | +14.5% | +12.5% | +2.0% | +8.5% |
| YTD | -5.4% | +20.1% | -25.5% | -13.2% |
| 1Y | -0.3% | +15.6% | -15.8% | -7.2% |
| 3Y | -46.8% | +75.2% | -122.0% | -59.2% |
| 5Y | -36.2% | +14.6% | -50.8% | -42.2% |
| 10Y | +26.4% | +43.8% | -17.4% | +1.2% |
| All | +13,361.1% | +2,436.6% | +10,924.5% | +3,471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling