+27.4%
FISV vs EW
+254.3%
-226.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +1.4% | +4.9% | -3.5% | -0.2% |
| 30D | +38.4% | +23.9% | +14.5% | +28.8% |
| 3M | +14.9% | +15.8% | -0.8% | +9.3% |
| 6M | +21.8% | +31.7% | -9.9% | +10.8% |
| YTD | -5.0% | +25.7% | -30.7% | -12.6% |
| 1Y | -1.2% | +24.4% | -25.6% | -8.9% |
| 3Y | -47.5% | +65.9% | -113.4% | -59.0% |
| 5Y | -36.7% | -7.6% | -29.1% | -39.2% |
| All | +27.4% | +254.3% | -226.9% | -19.4% |
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