+27.1%
FISV vs ES
+92.3%
-65.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +38.8% | +6.7% | +32.0% | +35.2% |
| 3M | +21.2% | +0.3% | +20.9% | +20.9% |
| 6M | +17.5% | +7.4% | +10.1% | +13.9% |
| YTD | -4.9% | +8.4% | -13.3% | -8.7% |
| 1Y | -0.6% | +0.6% | -1.2% | -2.1% |
| 3Y | -47.4% | +50.6% | -98.0% | -57.4% |
| 5Y | -36.0% | +4.8% | -40.9% | -39.6% |
| 10Y | +27.1% | +93.1% | -66.0% | -1.9% |
| All | +27.1% | +92.3% | -65.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling