-3.3%
FISV vs EW
+126.7%
-130.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -7.2% | -3.4% | -3.9% | -6.1% |
| 30D | -7.2% | -7.4% | +0.2% | -4.8% |
| 3M | -8.2% | +0.9% | -9.1% | -8.5% |
| 6M | -17.7% | +1.2% | -18.8% | -18.2% |
| YTD | -27.2% | +1.8% | -28.9% | -27.9% |
| 1Y | -63.0% | +10.8% | -73.8% | -64.5% |
| 3Y | -59.8% | +17.1% | -76.9% | -64.2% |
| 5Y | -55.8% | -28.2% | -27.6% | -53.8% |
| All | -3.3% | +126.7% | -130.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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