-3.3%
FISV vs ECL
+155.8%
-159.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.2% | -2.6% | -4.6% | -5.7% |
| 30D | -7.2% | -4.6% | -2.6% | -4.6% |
| 3M | -8.2% | +6.0% | -14.1% | -11.4% |
| 6M | -17.7% | -3.0% | -14.7% | -16.8% |
| YTD | -27.2% | +4.0% | -31.2% | -29.4% |
| 1Y | -63.0% | +2.0% | -65.0% | -63.2% |
| 3Y | -59.8% | +53.9% | -113.7% | -69.3% |
| 5Y | -55.8% | +27.1% | -82.9% | -62.9% |
| All | -3.3% | +155.8% | -159.0% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling