+11,131.7%
FISV vs D
+2,347.4%
+8,784.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.3% | +1.5% | -1.8% | -0.9% |
| 30D | -2.1% | -2.6% | +0.5% | -1.0% |
| 3M | -5.7% | 0.0% | -5.8% | -5.8% |
| 6M | -15.3% | +7.4% | -22.7% | -18.4% |
| YTD | -21.1% | +15.9% | -37.0% | -26.5% |
| 1Y | -61.1% | +18.1% | -79.2% | -64.0% |
| 3Y | -56.8% | +58.4% | -115.2% | -65.6% |
| 5Y | -54.2% | +5.2% | -59.4% | -56.9% |
| 10Y | +1.6% | +35.9% | -34.3% | -16.8% |
| All | +11,131.7% | +2,347.4% | +8,784.3% | +2,925.4% |
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