-62.0%
FISV vs ET
+33.4%
-95.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.5% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | 0.0% | +2.9% | -2.8% | -0.2% |
| 3M | -2.8% | +16.8% | -19.6% | -4.5% |
| 6M | -11.8% | +18.9% | -30.7% | -14.0% |
| YTD | -23.2% | +37.7% | -60.9% | -28.9% |
| 1Y | -62.0% | +32.4% | -94.4% | -64.1% |
| All | -62.0% | +33.4% | -95.4% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling