+22.9%
FISV vs FIVE
+505.3%
-482.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.5% |
| 7D | -2.0% | +2.4% | -4.4% | -2.5% |
| 30D | +31.8% | +15.8% | +16.0% | +27.8% |
| 3M | +19.3% | +3.8% | +15.5% | +18.1% |
| 6M | +12.1% | +18.5% | -6.5% | +7.3% |
| YTD | -8.4% | +31.2% | -39.7% | -14.5% |
| 1Y | -4.5% | +61.8% | -66.3% | -14.6% |
| 3Y | -49.4% | +39.9% | -89.3% | -55.7% |
| 5Y | -39.0% | +18.3% | -57.3% | -46.4% |
| All | +22.9% | +505.3% | -482.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling