+11,131.7%
FISV vs ES
+1,243.3%
+9,888.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -2.1% | -2.0% | -0.1% | -1.4% |
| 3M | -5.7% | +1.7% | -7.4% | -6.4% |
| 6M | -15.3% | -3.5% | -11.8% | -14.6% |
| YTD | -21.1% | +7.9% | -29.0% | -23.8% |
| 1Y | -61.1% | +17.2% | -78.2% | -63.6% |
| 3Y | -56.8% | +29.3% | -86.2% | -61.9% |
| 5Y | -54.2% | -5.7% | -48.4% | -54.9% |
| 10Y | +1.6% | +85.2% | -83.6% | -22.6% |
| All | +11,131.7% | +1,243.3% | +9,888.4% | +4,715.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling