+604.6%
FISV vs EWT
+590.1%
+14.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.8% |
| 7D | -1.6% | +1.6% | -3.2% | -2.2% |
| 30D | -3.0% | +8.2% | -11.2% | -6.1% |
| 3M | -3.5% | +11.1% | -14.6% | -9.2% |
| 6M | -19.4% | +60.4% | -79.8% | -35.9% |
| YTD | -24.3% | +75.6% | -99.9% | -42.2% |
| 1Y | -62.4% | +91.3% | -153.7% | -72.4% |
| 3Y | -58.2% | +200.3% | -258.5% | -75.4% |
| 5Y | -56.5% | +156.4% | -212.9% | -72.8% |
| 10Y | -0.5% | +495.8% | -496.3% | -56.8% |
| All | +604.6% | +590.1% | +14.4% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling