+91.5%
FISV vs ESI
+226.4%
-134.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -1.6% | +5.4% | -7.0% | -2.6% |
| 30D | -3.0% | -4.2% | +1.2% | -2.2% |
| 3M | -3.5% | -9.6% | +6.1% | -2.7% |
| 6M | -19.4% | +18.3% | -37.7% | -24.1% |
| YTD | -24.3% | +45.8% | -70.1% | -32.3% |
| 1Y | -62.4% | +39.2% | -101.5% | -66.1% |
| 3Y | -58.2% | +86.3% | -144.4% | -65.3% |
| 5Y | -56.5% | +76.2% | -132.7% | -64.0% |
| 10Y | -0.5% | +306.8% | -307.3% | -32.2% |
| All | +91.5% | +226.4% | -134.9% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling