+11,131.7%
FISV vs ED
+2,217.3%
+8,914.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.0% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | -2.1% | -0.1% | -1.9% | -2.0% |
| 3M | -5.7% | +3.9% | -9.7% | -7.2% |
| 6M | -15.3% | -3.0% | -12.3% | -14.6% |
| YTD | -21.1% | +10.7% | -31.8% | -24.8% |
| 1Y | -61.1% | +13.3% | -74.4% | -63.1% |
| 3Y | -56.8% | +34.5% | -91.3% | -62.4% |
| 5Y | -54.2% | +67.1% | -121.3% | -63.9% |
| 10Y | +1.6% | +103.0% | -101.5% | -27.8% |
| All | +11,131.7% | +2,217.3% | +8,914.4% | +3,202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling