-53.1%
FISV vs EWZ
+59.6%
-112.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.6% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | 0.0% | +12.8% | -12.7% | -2.3% |
| 3M | -2.8% | +10.8% | -13.5% | -4.9% |
| 6M | -11.8% | +2.5% | -14.3% | -12.5% |
| YTD | -23.2% | +21.4% | -44.6% | -26.7% |
| 1Y | -62.0% | +32.8% | -94.8% | -64.5% |
| 3Y | -57.6% | +45.2% | -102.8% | -61.7% |
| All | -53.1% | +59.6% | -112.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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