+13,225.4%
FISV vs FICO
+78,645.2%
-65,419.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +25.7% | -0.9% | +26.6% | +25.9% |
| 30D | +38.8% | +3.3% | +35.4% | +37.4% |
| 3M | +16.2% | -31.7% | +47.9% | +23.2% |
| 6M | +12.1% | -34.0% | +46.0% | +19.0% |
| YTD | -6.4% | -58.3% | +51.9% | +8.4% |
| 1Y | +2.0% | -57.9% | +60.0% | +17.8% |
| 3Y | -47.4% | -24.1% | -23.4% | -47.0% |
| 5Y | -37.3% | +85.3% | -122.7% | -48.2% |
| 10Y | +28.4% | +520.3% | -491.9% | -13.7% |
| All | +13,225.4% | +78,645.2% | -65,419.7% | +6,855.6% |
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