-56.0%
FISV vs EW
-29.7%
-26.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -6.4% | -5.1% | -1.3% | -5.2% |
| 30D | -6.8% | -6.4% | -0.5% | -5.3% |
| 3M | -10.0% | -1.6% | -8.4% | -9.7% |
| 6M | -20.6% | +2.3% | -22.9% | -21.1% |
| YTD | -27.6% | +1.1% | -28.7% | -28.0% |
| 1Y | -64.3% | +8.0% | -72.3% | -65.2% |
| 3Y | -60.0% | +16.3% | -76.3% | -63.3% |
| All | -56.0% | -29.7% | -26.3% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling