+2,885.3%
FISV vs EME
+61,154.1%
-58,268.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.7% |
| 7D | -6.4% | +2.7% | -9.1% | -7.0% |
| 30D | -6.8% | -6.8% | 0.0% | -5.4% |
| 3M | -10.0% | -8.8% | -1.1% | -9.4% |
| 6M | -20.6% | +5.0% | -25.6% | -23.4% |
| YTD | -27.6% | +23.5% | -51.1% | -33.4% |
| 1Y | -64.3% | +21.3% | -85.6% | -67.5% |
| 3Y | -60.0% | +241.1% | -301.0% | -73.4% |
| 5Y | -57.7% | +549.2% | -606.9% | -76.7% |
| 10Y | -3.0% | +1,306.4% | -1,309.4% | -57.7% |
| All | +2,885.3% | +61,154.1% | -58,268.7% | +642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling