+2.0%
FISV vs ETR
+296.9%
-294.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | 0.0% | -1.8% | +1.8% | +0.7% |
| 3M | -2.8% | -3.6% | +0.8% | -1.6% |
| 6M | -11.8% | +2.6% | -14.4% | -14.0% |
| YTD | -23.2% | +16.0% | -39.2% | -29.5% |
| 1Y | -62.0% | +20.1% | -82.1% | -65.9% |
| 3Y | -57.6% | +143.6% | -201.2% | -74.1% |
| 5Y | -53.4% | +124.4% | -177.8% | -70.9% |
| All | +2.0% | +296.9% | -294.9% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling