-3.0%
FISV vs FIVE
+486.0%
-489.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.8% |
| 7D | -6.4% | +1.7% | -8.1% | -6.7% |
| 30D | -6.8% | +5.0% | -11.8% | -7.8% |
| 3M | -10.0% | +29.5% | -39.5% | -14.8% |
| 6M | -20.6% | +12.4% | -33.0% | -23.2% |
| YTD | -27.6% | +31.2% | -58.8% | -32.2% |
| 1Y | -64.3% | +72.9% | -137.2% | -68.6% |
| 3Y | -60.0% | +53.0% | -113.0% | -65.8% |
| 5Y | -57.7% | +34.2% | -91.9% | -64.1% |
| 10Y | -3.0% | +497.6% | -500.6% | -41.2% |
| All | -3.0% | +486.0% | -489.0% | -41.2% |
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