-3.7%
FISV vs ECL
+23.8%
-27.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.9% | +4.8% |
| 7D | +29.6% | +7.7% | +21.9% | +25.5% |
| 30D | +34.5% | +13.7% | +20.8% | +27.4% |
| 3M | +11.2% | +11.6% | -0.3% | +6.1% |
| 6M | -1.2% | +23.9% | -25.1% | -8.8% |
| YTD | -7.6% | +21.0% | -28.6% | -13.5% |
| 1Y | -3.7% | +23.1% | -26.8% | -10.1% |
| All | -3.7% | +23.8% | -27.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling