-57.7%
FISV vs FDS
-23.5%
-34.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -2.7% |
| 7D | -6.4% | -8.8% | +2.4% | -2.2% |
| 30D | -6.8% | -1.4% | -5.5% | -6.3% |
| 3M | -10.0% | +13.9% | -23.8% | -16.0% |
| 6M | -20.6% | +27.4% | -48.0% | -30.2% |
| YTD | -27.6% | -2.5% | -25.1% | -27.5% |
| 1Y | -64.3% | -23.8% | -40.5% | -59.7% |
| 3Y | -60.0% | -32.5% | -27.5% | -53.4% |
| 5Y | -57.7% | -23.2% | -34.5% | -55.2% |
| All | -57.7% | -23.5% | -34.2% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling