-47.5%
FISV vs FDS
-23.3%
-24.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | +1.5% | 0.0% | +0.8% |
| 30D | +38.4% | +14.8% | +23.6% | +29.8% |
| 3M | +14.9% | +16.3% | -1.4% | +6.6% |
| 6M | +21.8% | +66.2% | -44.4% | -5.2% |
| YTD | -5.0% | +16.2% | -21.3% | -11.6% |
| 1Y | -1.2% | +21.8% | -23.0% | -10.9% |
| 3Y | -47.5% | -23.9% | -23.6% | -43.4% |
| All | -47.5% | -23.3% | -24.3% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling