+26.9%
FISV vs FIVE
+562.8%
-535.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +8.4% | +7.3% | +1.1% | +6.9% |
| 30D | +38.8% | +18.1% | +20.7% | +34.0% |
| 3M | +21.3% | +7.7% | +13.5% | +19.1% |
| 6M | +14.1% | +13.6% | +0.5% | +10.2% |
| YTD | -5.7% | +34.6% | -40.3% | -12.4% |
| 1Y | -0.8% | +66.2% | -67.0% | -11.7% |
| 3Y | -47.9% | +43.5% | -91.4% | -54.6% |
| 5Y | -36.8% | +20.7% | -57.5% | -44.7% |
| 10Y | +26.9% | +541.5% | -514.6% | -22.5% |
| All | +26.9% | +562.8% | -535.9% | -22.5% |
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