-57.7%
FISV vs FDX
+63.0%
-120.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.8% | -4.0% |
| 7D | -6.4% | -2.3% | -4.1% | -5.9% |
| 30D | -6.8% | -4.9% | -1.9% | -5.7% |
| 3M | -10.0% | -6.5% | -3.5% | -8.8% |
| 6M | -20.6% | +6.7% | -27.3% | -22.2% |
| YTD | -27.6% | +33.9% | -61.4% | -33.0% |
| 1Y | -64.3% | +72.2% | -136.5% | -69.1% |
| 3Y | -60.0% | +60.2% | -120.2% | -65.6% |
| 5Y | -57.7% | +62.9% | -120.6% | -66.4% |
| All | -57.7% | +63.0% | -120.7% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling