-60.0%
FISV vs ESI
+81.4%
-141.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -4.2% |
| 7D | -6.4% | +3.9% | -10.3% | -6.8% |
| 30D | -6.8% | -3.8% | -3.1% | -6.5% |
| 3M | -10.0% | -13.1% | +3.2% | -9.4% |
| 6M | -20.6% | +11.3% | -32.0% | -25.0% |
| YTD | -27.6% | +44.1% | -71.7% | -36.0% |
| 1Y | -64.3% | +40.3% | -104.7% | -68.4% |
| All | -60.0% | +81.4% | -141.4% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling