-3.7%
FISV vs ETR
+18.4%
-22.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +6.6% |
| 7D | +29.6% | +3.7% | +25.9% | +30.3% |
| 30D | +34.5% | +11.0% | +23.5% | +36.9% |
| 3M | +11.2% | +3.4% | +7.8% | +11.7% |
| 6M | -1.2% | -3.3% | +2.1% | -1.5% |
| YTD | -7.6% | +23.3% | -30.9% | -5.9% |
| 1Y | -3.7% | +19.2% | -22.9% | -0.6% |
| All | -3.7% | +18.4% | -22.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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