+330.0%
FISV vs EFV
+253.2%
+76.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.7% |
| 7D | -6.4% | -0.5% | -5.9% | -6.0% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | -10.0% | +8.4% | -18.4% | -15.0% |
| 6M | -20.6% | +12.3% | -33.0% | -27.2% |
| YTD | -27.6% | +17.4% | -45.0% | -35.8% |
| 1Y | -64.3% | +27.1% | -91.5% | -70.0% |
| 3Y | -60.0% | +90.7% | -150.7% | -75.0% |
| 5Y | -57.7% | +95.6% | -153.3% | -74.1% |
| 10Y | -3.0% | +165.3% | -168.3% | -51.8% |
| All | +330.0% | +253.2% | +76.8% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling