+26.3%
FISV vs DECK
+874.1%
-847.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +25.7% | +5.8% | +20.0% | +24.1% |
| 30D | +38.8% | +7.9% | +30.9% | +36.3% |
| 3M | +16.2% | -11.4% | +27.6% | +19.4% |
| 6M | +12.1% | -16.6% | +28.6% | +16.4% |
| YTD | -6.4% | -16.4% | +10.0% | -3.6% |
| 1Y | +2.0% | +8.6% | -6.6% | -1.2% |
| 3Y | -47.4% | -15.1% | -32.3% | -49.3% |
| 5Y | -37.3% | +22.9% | -60.2% | -47.1% |
| All | +26.3% | +874.1% | -847.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling