-54.7%
FISV vs FAST
+109.1%
-163.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | -0.3% | -0.4% | 0.0% | -0.2% |
| 30D | -2.1% | -0.8% | -1.3% | -1.9% |
| 3M | -5.7% | +5.8% | -11.5% | -7.9% |
| 6M | -15.3% | +8.0% | -23.3% | -18.3% |
| YTD | -21.1% | +25.6% | -46.7% | -28.6% |
| 1Y | -61.1% | +0.8% | -61.9% | -61.6% |
| 3Y | -56.8% | +86.1% | -143.0% | -68.0% |
| All | -54.7% | +109.1% | -163.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling