+360.7%
FISV vs ET
+1,451.4%
-1,090.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -7.2% | +1.4% | -8.6% | -7.5% |
| 30D | -7.2% | +4.6% | -11.8% | -8.1% |
| 3M | -8.2% | +16.0% | -24.2% | -10.9% |
| 6M | -17.7% | +22.8% | -40.5% | -21.2% |
| YTD | -27.2% | +38.9% | -66.0% | -32.1% |
| 1Y | -63.0% | +34.1% | -97.1% | -65.2% |
| 3Y | -59.8% | +98.8% | -158.6% | -65.2% |
| 5Y | -55.8% | +246.8% | -302.6% | -66.0% |
| 10Y | -2.4% | +174.4% | -176.8% | -27.1% |
| All | +360.7% | +1,451.4% | -1,090.7% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling