-3.7%
FISV vs EFV
+25.8%
-29.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +5.2% |
| 7D | +29.6% | +2.9% | +26.8% | +28.4% |
| 30D | +34.5% | +3.6% | +30.9% | +32.9% |
| 3M | +11.2% | -0.1% | +11.4% | +11.4% |
| 6M | -1.2% | +9.6% | -10.8% | -3.9% |
| YTD | -7.6% | +17.0% | -24.6% | -14.7% |
| 1Y | -3.7% | +25.7% | -29.4% | -16.4% |
| All | -3.7% | +25.8% | -29.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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