-3.0%
FISV vs FE
+110.4%
-113.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -6.8% | -1.2% | -5.7% | -6.5% |
| 3M | -10.0% | +1.7% | -11.6% | -10.7% |
| 6M | -20.6% | -7.5% | -13.1% | -18.5% |
| YTD | -27.6% | +6.3% | -33.9% | -29.8% |
| 1Y | -64.3% | +10.9% | -75.2% | -66.0% |
| 3Y | -60.0% | +46.9% | -106.9% | -66.5% |
| 5Y | -57.7% | +47.6% | -105.3% | -65.0% |
| 10Y | -3.0% | +114.5% | -117.4% | -25.4% |
| All | -3.0% | +110.4% | -113.3% | -25.4% |
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