-36.8%
FISV vs ES
+1.9%
-38.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +8.4% | +0.9% | +7.6% | +8.2% |
| 30D | +38.8% | +5.9% | +32.9% | +36.6% |
| 3M | +21.3% | -1.0% | +22.3% | +21.5% |
| 6M | +14.1% | +7.2% | +7.0% | +11.9% |
| YTD | -5.7% | +7.0% | -12.7% | -8.0% |
| 1Y | -0.8% | +0.5% | -1.2% | -1.7% |
| 3Y | -47.9% | +48.7% | -96.5% | -55.0% |
| 5Y | -36.8% | +1.9% | -38.8% | -36.2% |
| All | -36.8% | +1.9% | -38.8% | -36.2% |
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