-53.1%
FISV vs EWT
+149.5%
-202.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.0% |
| 7D | -2.7% | -1.1% | -1.5% | -2.4% |
| 30D | 0.0% | +4.5% | -4.4% | -1.0% |
| 3M | -2.8% | +8.3% | -11.0% | -5.5% |
| 6M | -11.8% | +54.2% | -66.1% | -25.1% |
| YTD | -23.2% | +74.6% | -97.8% | -37.8% |
| 1Y | -62.0% | +84.9% | -146.9% | -70.0% |
| 3Y | -57.6% | +197.5% | -255.1% | -74.4% |
| All | -53.1% | +149.5% | -202.6% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling