+11,131.7%
FISV vs FICO
+104,095.6%
-92,963.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.7% | +17.2% | +3.9% |
| 7D | -0.3% | -19.2% | +18.8% | +3.7% |
| 30D | -2.1% | -14.6% | +12.5% | +0.7% |
| 3M | -5.7% | -20.1% | +14.4% | -2.2% |
| 6M | -15.3% | -36.3% | +21.0% | -8.7% |
| YTD | -21.1% | -44.9% | +23.8% | -12.4% |
| 1Y | -61.1% | -38.6% | -22.5% | -57.6% |
| 3Y | -56.8% | +4.0% | -60.8% | -58.6% |
| 5Y | -54.2% | +99.5% | -153.7% | -62.1% |
| 10Y | +1.6% | +604.7% | -603.1% | -32.9% |
| All | +11,131.7% | +104,095.6% | -92,963.9% | +5,522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling