-47.4%
FISV vs FAST
+91.8%
-139.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +25.7% | +2.1% | +23.6% | +25.0% |
| 30D | +38.8% | +6.9% | +31.9% | +36.1% |
| 3M | +16.2% | +4.8% | +11.4% | +14.4% |
| 6M | +12.1% | +19.8% | -7.7% | +6.2% |
| YTD | -6.4% | +34.9% | -41.3% | -15.2% |
| 1Y | +2.0% | +32.8% | -30.8% | -7.2% |
| 3Y | -47.4% | +93.7% | -141.2% | -54.4% |
| All | -47.4% | +91.8% | -139.2% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 3y: compounded portfolio wealth divided by compounded FAST 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…
3y analysis · Full analysis span regression · 6 months rolling