-60.0%
FISV vs ED
+34.3%
-94.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -6.8% | +1.9% | -8.8% | -7.2% |
| 3M | -10.0% | +1.9% | -11.8% | -10.3% |
| 6M | -20.6% | -2.3% | -18.4% | -20.3% |
| YTD | -27.6% | +10.9% | -38.5% | -29.8% |
| 1Y | -64.3% | +14.5% | -78.8% | -65.7% |
| All | -60.0% | +34.3% | -94.3% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling