+2.0%
FISV vs ESI
+312.8%
-310.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -2.7% | -4.6% | +2.0% | -1.5% |
| 30D | 0.0% | -10.5% | +10.5% | +2.9% |
| 3M | -2.8% | -19.8% | +17.0% | +1.7% |
| 6M | -11.8% | +5.8% | -17.6% | -16.5% |
| YTD | -23.2% | +38.3% | -61.5% | -33.6% |
| 1Y | -62.0% | +31.5% | -93.5% | -66.8% |
| 3Y | -57.6% | +80.7% | -138.3% | -67.7% |
| 5Y | -53.4% | +69.4% | -122.8% | -64.5% |
| All | +2.0% | +312.8% | -310.8% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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