+528.6%
FISV vs EWZ
+439.1%
+89.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -6.4% | -0.1% | -6.4% | -6.4% |
| 30D | -6.8% | +8.2% | -15.0% | -9.1% |
| 3M | -10.0% | +13.3% | -23.3% | -13.6% |
| 6M | -20.6% | +3.6% | -24.2% | -21.9% |
| YTD | -27.6% | +21.0% | -48.5% | -32.3% |
| 1Y | -64.3% | +34.7% | -99.0% | -67.9% |
| 3Y | -60.0% | +48.3% | -108.3% | -65.5% |
| 5Y | -57.7% | +60.1% | -117.8% | -65.3% |
| 10Y | -3.0% | +92.6% | -95.5% | -31.2% |
| All | +528.6% | +439.1% | +89.5% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling