+140.2%
FISV vs ESI
+198.2%
-58.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +1.4% | +5.5% | -4.1% | +0.4% |
| 30D | +38.4% | -7.8% | +46.2% | +40.0% |
| 3M | +14.9% | -15.0% | +29.9% | +17.8% |
| 6M | +21.8% | -24.9% | +46.7% | +26.4% |
| YTD | -5.0% | +33.2% | -38.3% | -14.1% |
| 1Y | -1.2% | +24.9% | -26.1% | -9.4% |
| 3Y | -47.5% | +77.8% | -125.3% | -56.4% |
| 5Y | -36.7% | +37.1% | -73.9% | -45.2% |
| 10Y | +26.9% | +320.5% | -293.6% | -13.3% |
| All | +140.2% | +198.2% | -58.1% | +74.2% |
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