+1,648.0%
FISV vs FE
+563.2%
+1,084.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.2% |
| 3M | +16.2% | 0.0% | +16.2% | +16.1% |
| 6M | +12.1% | +5.0% | +7.0% | +9.7% |
| YTD | -6.4% | +7.9% | -14.3% | -9.6% |
| 1Y | +2.0% | +6.3% | -4.3% | -1.0% |
| 3Y | -47.4% | +46.0% | -93.5% | -55.3% |
| 5Y | -37.3% | +45.6% | -83.0% | -47.2% |
| 10Y | +28.4% | +109.3% | -80.9% | -8.7% |
| All | +1,648.0% | +563.2% | +1,084.8% | +623.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling