+2,285.0%
FISV vs FDS
+9,502.8%
-7,217.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.7% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | -2.1% | +9.0% | -11.1% | -5.1% |
| 3M | -5.7% | +18.9% | -24.6% | -11.7% |
| 6M | -15.3% | +35.1% | -50.5% | -24.4% |
| YTD | -21.1% | +5.5% | -26.6% | -23.8% |
| 1Y | -61.1% | -16.8% | -44.3% | -58.8% |
| 3Y | -56.8% | -28.1% | -28.8% | -52.5% |
| 5Y | -54.2% | -17.4% | -36.8% | -52.2% |
| 10Y | +1.6% | +85.4% | -83.9% | -19.0% |
| All | +2,285.0% | +9,502.8% | -7,217.8% | +674.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling