+2.0%
FISV vs EWT
+523.5%
-521.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.6% |
| 7D | -2.7% | -1.1% | -1.5% | -2.2% |
| 30D | 0.0% | +4.5% | -4.4% | -1.9% |
| 3M | -2.8% | +8.3% | -11.0% | -7.7% |
| 6M | -11.8% | +54.2% | -66.1% | -31.3% |
| YTD | -23.2% | +74.6% | -97.8% | -44.2% |
| 1Y | -62.0% | +84.9% | -146.9% | -73.4% |
| 3Y | -57.6% | +197.5% | -255.1% | -78.7% |
| 5Y | -53.4% | +150.6% | -204.0% | -74.0% |
| All | +2.0% | +523.5% | -521.5% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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