-36.9%
FISV vs FE
+47.5%
-84.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +25.7% | 0.0% | +25.7% | +25.7% |
| 30D | +38.8% | +5.2% | +33.6% | +36.7% |
| 3M | +16.2% | 0.0% | +16.2% | +16.1% |
| 6M | +12.1% | +5.0% | +7.0% | +10.2% |
| YTD | -6.4% | +7.9% | -14.3% | -9.3% |
| 1Y | +2.0% | +6.3% | -4.3% | -0.8% |
| 3Y | -47.4% | +46.0% | -93.5% | -55.0% |
| All | -36.9% | +47.5% | -84.3% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling