-57.7%
FISV vs EIX
+24.3%
-82.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.2% | -3.7% |
| 7D | -6.4% | +4.1% | -10.5% | -7.2% |
| 30D | -6.8% | -15.3% | +8.5% | -4.7% |
| 3M | -10.0% | -18.4% | +8.5% | -7.2% |
| 6M | -20.6% | -16.8% | -3.8% | -18.9% |
| YTD | -27.6% | -0.6% | -27.0% | -30.0% |
| 1Y | -64.3% | +10.7% | -75.0% | -66.6% |
| 3Y | -60.0% | -4.5% | -55.5% | -61.9% |
| 5Y | -57.7% | +24.0% | -81.7% | -63.7% |
| All | -57.7% | +24.3% | -82.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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