+2.0%
FISV vs EAT
+374.9%
-373.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.6% |
| 7D | -2.7% | -7.7% | +5.0% | -1.2% |
| 30D | 0.0% | -13.6% | +13.6% | +2.6% |
| 3M | -2.8% | +33.9% | -36.7% | -8.4% |
| 6M | -11.8% | +47.2% | -59.0% | -19.0% |
| YTD | -23.2% | +48.1% | -71.3% | -29.8% |
| 1Y | -62.0% | +33.7% | -95.7% | -64.5% |
| 3Y | -57.6% | +595.8% | -653.4% | -71.5% |
| 5Y | -53.4% | +314.4% | -367.8% | -67.0% |
| All | +2.0% | +374.9% | -373.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EAT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling