+12,933.0%
FISV vs FICO
+80,079.1%
-67,146.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.4% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | +31.8% | -0.8% | +32.6% | +31.8% |
| 3M | +19.3% | -31.3% | +50.6% | +26.3% |
| 6M | +12.1% | -33.9% | +46.0% | +19.0% |
| YTD | -8.4% | -57.6% | +49.1% | +5.6% |
| 1Y | -4.5% | -59.7% | +55.2% | +11.2% |
| 3Y | -49.4% | -28.0% | -21.4% | -48.4% |
| 5Y | -39.0% | +91.0% | -130.0% | -49.8% |
| 10Y | +22.3% | +529.4% | -507.1% | -18.0% |
| All | +12,933.0% | +80,079.1% | -67,146.1% | +6,678.2% |
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