-3.7%
FISV vs ED
+27.1%
-30.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.3% | +6.0% |
| 7D | +29.6% | +5.4% | +24.3% | +29.1% |
| 30D | +34.5% | +16.4% | +18.1% | +34.3% |
| 3M | +11.2% | +11.9% | -0.6% | +10.8% |
| 6M | -1.2% | +11.6% | -12.8% | -1.5% |
| YTD | -7.6% | +24.1% | -31.7% | -5.4% |
| 1Y | -3.7% | +26.9% | -30.6% | -1.3% |
| All | -3.7% | +27.1% | -30.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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