+11,131.7%
FISV vs FDX
+4,233.6%
+6,898.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.3% | -2.5% | +2.2% | +0.4% |
| 30D | -2.1% | +3.8% | -5.8% | -3.2% |
| 3M | -5.7% | -1.3% | -4.4% | -5.7% |
| 6M | -15.3% | +5.0% | -20.4% | -17.3% |
| YTD | -21.1% | +39.6% | -60.7% | -29.7% |
| 1Y | -61.1% | +81.1% | -142.2% | -68.1% |
| 3Y | -56.8% | +63.0% | -119.9% | -64.6% |
| 5Y | -54.2% | +65.6% | -119.8% | -63.8% |
| 10Y | +1.6% | +183.4% | -181.8% | -36.7% |
| All | +11,131.7% | +4,233.6% | +6,898.0% | +3,548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling