-60.0%
FISV vs ETR
+148.1%
-208.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -4.2% |
| 7D | -6.4% | +0.4% | -6.8% | -6.4% |
| 30D | -6.8% | +2.0% | -8.9% | -7.1% |
| 3M | -10.0% | -1.7% | -8.3% | -9.9% |
| 6M | -20.6% | +3.6% | -24.2% | -21.5% |
| YTD | -27.6% | +18.0% | -45.6% | -30.6% |
| 1Y | -64.3% | +26.2% | -90.6% | -66.5% |
| All | -60.0% | +148.1% | -208.1% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling