+27.4%
FISV vs FDS
+127.7%
-100.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | +1.5% | 0.0% | +0.7% |
| 30D | +38.4% | +14.8% | +23.6% | +28.7% |
| 3M | +14.9% | +16.3% | -1.4% | +5.4% |
| 6M | +21.8% | +66.2% | -44.4% | -8.2% |
| YTD | -5.0% | +16.2% | -21.3% | -14.7% |
| 1Y | -1.2% | +21.8% | -23.0% | -13.9% |
| 3Y | -47.5% | -23.9% | -23.6% | -41.6% |
| 5Y | -36.7% | -23.1% | -13.6% | -31.4% |
| All | +27.4% | +127.7% | -100.3% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling