+27.4%
FISV vs ESI
+318.1%
-290.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +1.4% | +5.5% | -4.1% | 0.0% |
| 30D | +38.4% | -7.8% | +46.2% | +40.5% |
| 3M | +14.9% | -15.0% | +29.9% | +18.8% |
| 6M | +21.8% | -24.9% | +46.7% | +28.1% |
| YTD | -5.0% | +33.2% | -38.3% | -18.3% |
| 1Y | -1.2% | +24.9% | -26.1% | -13.3% |
| 3Y | -47.5% | +77.8% | -125.3% | -60.6% |
| 5Y | -36.7% | +37.1% | -73.9% | -49.2% |
| All | +27.4% | +318.1% | -290.6% | -30.7% |
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