-53.1%
FISV vs EME
+575.5%
-628.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.1% | +4.9% |
| 7D | -2.7% | +3.5% | -6.2% | -3.1% |
| 30D | 0.0% | -6.3% | +6.4% | +0.8% |
| 3M | -2.8% | -3.8% | +1.0% | -2.8% |
| 6M | -11.8% | +8.5% | -20.3% | -14.4% |
| YTD | -23.2% | +27.8% | -51.0% | -28.3% |
| 1Y | -62.0% | +22.2% | -84.2% | -64.7% |
| 3Y | -57.6% | +253.5% | -311.1% | -73.1% |
| All | -53.1% | +575.5% | -628.6% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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