-63.0%
FISV vs ECL
+1.7%
-64.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.2% | -2.6% | -4.6% | -5.3% |
| 30D | -7.2% | -4.6% | -2.6% | -3.9% |
| 3M | -8.2% | +6.0% | -14.1% | -12.3% |
| 6M | -17.7% | -3.0% | -14.7% | -14.1% |
| YTD | -27.2% | +4.0% | -31.2% | -33.4% |
| 1Y | -63.0% | +2.0% | -65.0% | -63.1% |
| All | -63.0% | +1.7% | -64.7% | -63.1% |
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