-64.3%
FISV vs FIVE
+64.7%
-129.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.9% |
| 7D | -6.4% | +1.7% | -8.1% | -6.6% |
| 30D | -6.8% | +5.0% | -11.8% | -7.5% |
| 3M | -10.0% | +29.5% | -39.5% | -13.5% |
| 6M | -20.6% | +12.4% | -33.0% | -22.6% |
| YTD | -27.6% | +31.2% | -58.8% | -31.3% |
| 1Y | -64.3% | +72.9% | -137.2% | -66.9% |
| All | -64.3% | +64.7% | -129.1% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling