+2.0%
FISV vs FDX
+182.5%
-180.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.4% | +5.4% |
| 7D | -2.7% | -3.3% | +0.6% | -1.7% |
| 30D | 0.0% | -4.5% | +4.6% | +1.5% |
| 3M | -2.8% | -7.3% | +4.6% | -0.8% |
| 6M | -11.8% | +7.5% | -19.4% | -14.3% |
| YTD | -23.2% | +35.1% | -58.3% | -30.6% |
| 1Y | -62.0% | +71.4% | -133.4% | -68.1% |
| 3Y | -57.6% | +60.8% | -118.4% | -64.9% |
| 5Y | -53.4% | +65.5% | -118.9% | -63.0% |
| All | +2.0% | +182.5% | -180.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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