-58.2%
FISV vs FDX
+62.0%
-120.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.6% |
| 7D | -1.6% | -3.3% | +1.7% | -1.0% |
| 30D | -3.0% | -1.4% | -1.6% | -2.7% |
| 3M | -3.5% | -4.5% | +1.0% | -2.9% |
| 6M | -19.4% | +9.4% | -28.8% | -21.0% |
| YTD | -24.3% | +36.0% | -60.3% | -29.0% |
| 1Y | -62.4% | +75.5% | -137.9% | -66.5% |
| 3Y | -58.2% | +62.8% | -121.0% | -63.4% |
| All | -58.2% | +62.0% | -120.2% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling