+22.9%
FISV vs FE
+123.7%
-100.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +31.8% | +3.9% | +27.9% | +29.9% |
| 3M | +19.3% | -0.1% | +19.4% | +19.2% |
| 6M | +12.1% | +6.1% | +6.0% | +9.2% |
| YTD | -8.4% | +8.1% | -16.5% | -11.8% |
| 1Y | -4.5% | +4.4% | -8.9% | -6.9% |
| 3Y | -49.4% | +49.0% | -98.4% | -57.9% |
| 5Y | -39.0% | +46.1% | -85.1% | -49.4% |
| All | +22.9% | +123.7% | -100.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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