+1,313.9%
FISV vs FE
+556.9%
+757.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.8% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -3.0% | -2.1% | -0.8% | -2.2% |
| 3M | -3.5% | +2.6% | -6.2% | -4.6% |
| 6M | -19.4% | -6.8% | -12.6% | -17.5% |
| YTD | -24.3% | +6.9% | -31.2% | -26.6% |
| 1Y | -62.4% | +11.6% | -73.9% | -64.1% |
| 3Y | -58.2% | +47.7% | -105.9% | -64.6% |
| 5Y | -56.5% | +46.2% | -102.7% | -63.4% |
| 10Y | -0.5% | +109.2% | -109.7% | -29.3% |
| All | +1,313.9% | +556.9% | +757.0% | +487.2% |
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