-62.4%
FISV vs FICO
-39.2%
-23.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -1.6% | -15.4% | +13.9% | +3.1% |
| 30D | -3.0% | -10.4% | +7.4% | -0.4% |
| 3M | -3.5% | -22.7% | +19.2% | +3.1% |
| 6M | -19.4% | -36.8% | +17.4% | -7.2% |
| YTD | -24.3% | -44.8% | +20.5% | -8.2% |
| 1Y | -62.4% | -39.3% | -23.1% | -54.5% |
| All | -62.4% | -39.2% | -23.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling