-63.0%
FISV vs EW
+8.2%
-71.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -7.2% | -3.4% | -3.9% | -6.3% |
| 30D | -7.2% | -7.4% | +0.2% | -5.2% |
| 3M | -8.2% | +0.9% | -9.1% | -8.3% |
| 6M | -17.7% | +1.2% | -18.8% | -18.2% |
| YTD | -27.2% | +1.8% | -28.9% | -28.6% |
| 1Y | -63.0% | +10.8% | -73.8% | -65.3% |
| All | -63.0% | +8.2% | -71.2% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling