-3.3%
FISV vs EAT
+379.9%
-383.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -7.2% | -6.2% | -1.0% | -6.1% |
| 30D | -7.2% | -3.0% | -4.2% | -6.9% |
| 3M | -8.2% | +45.6% | -53.8% | -14.9% |
| 6M | -17.7% | +53.5% | -71.2% | -25.0% |
| YTD | -27.2% | +49.6% | -76.7% | -33.5% |
| 1Y | -63.0% | +38.9% | -101.9% | -65.7% |
| 3Y | -59.8% | +589.7% | -649.4% | -72.9% |
| 5Y | -55.8% | +318.7% | -374.5% | -68.8% |
| All | -3.3% | +379.9% | -383.1% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling