-61.1%
FISV vs FDS
-17.4%
-43.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +2.3% |
| 7D | -0.3% | -1.9% | +1.6% | +0.6% |
| 30D | -2.1% | +9.0% | -11.1% | -6.6% |
| 3M | -5.7% | +18.9% | -24.6% | -14.6% |
| 6M | -15.3% | +35.1% | -50.5% | -28.9% |
| YTD | -21.1% | +5.5% | -26.6% | -18.6% |
| 1Y | -61.1% | -16.8% | -44.3% | -56.2% |
| All | -61.1% | -17.4% | -43.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling