-53.1%
FISV vs EFX
-36.2%
-17.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -2.7% | -4.5% | +1.9% | -0.9% |
| 30D | 0.0% | -6.1% | +6.1% | +2.3% |
| 3M | -2.8% | +6.2% | -9.0% | -5.2% |
| 6M | -11.8% | -11.2% | -0.6% | -8.5% |
| YTD | -23.2% | -21.4% | -1.8% | -17.1% |
| 1Y | -62.0% | -34.3% | -27.7% | -56.3% |
| 3Y | -57.6% | -12.5% | -45.1% | -57.2% |
| All | -53.1% | -36.2% | -17.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling