+12,933.0%
FISV vs ED
+2,477.8%
+10,455.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.3% |
| 30D | +31.8% | +10.7% | +21.1% | +26.6% |
| 3M | +19.3% | +11.6% | +7.6% | +14.1% |
| 6M | +12.1% | +13.5% | -1.4% | +6.4% |
| YTD | -8.4% | +23.1% | -31.6% | -16.3% |
| 1Y | -4.5% | +23.1% | -27.5% | -12.8% |
| 3Y | -49.4% | +47.9% | -97.3% | -57.5% |
| 5Y | -39.0% | +83.9% | -122.9% | -53.6% |
| 10Y | +22.3% | +142.1% | -119.7% | -18.9% |
| All | +12,933.0% | +2,477.8% | +10,455.2% | +3,573.2% |
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 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