-56.5%
FISV vs ES
-2.9%
-53.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.7% | -4.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 30D | -3.0% | -1.2% | -1.8% | -2.7% |
| 3M | -3.5% | +5.0% | -8.5% | -4.8% |
| 6M | -19.4% | -2.8% | -16.6% | -18.9% |
| YTD | -24.3% | +8.6% | -32.9% | -26.3% |
| 1Y | -62.4% | +18.9% | -81.3% | -64.4% |
| 3Y | -58.2% | +32.1% | -90.3% | -62.3% |
| 5Y | -56.5% | -5.1% | -51.5% | -55.8% |
| All | -56.5% | -2.9% | -53.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling