-57.7%
FISV vs ECL
+25.4%
-83.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.2% |
| 7D | -6.4% | -2.7% | -3.7% | -5.0% |
| 30D | -6.8% | -4.3% | -2.6% | -4.7% |
| 3M | -10.0% | +3.2% | -13.2% | -11.5% |
| 6M | -20.6% | -2.9% | -17.7% | -19.7% |
| YTD | -27.6% | +4.3% | -31.8% | -29.5% |
| 1Y | -64.3% | +1.6% | -66.0% | -64.4% |
| 3Y | -60.0% | +54.3% | -114.3% | -67.8% |
| 5Y | -57.7% | +26.5% | -84.2% | -63.7% |
| All | -57.7% | +25.4% | -83.1% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling