-58.2%
FISV vs FIVE
+59.0%
-117.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.1% |
| 7D | -1.6% | +3.7% | -5.2% | -1.9% |
| 30D | -3.0% | +4.0% | -6.9% | -3.3% |
| 3M | -3.5% | +36.2% | -39.8% | -5.9% |
| 6M | -19.4% | +18.0% | -37.4% | -20.7% |
| YTD | -24.3% | +34.9% | -59.2% | -26.1% |
| 1Y | -62.4% | +67.9% | -130.3% | -63.9% |
| 3Y | -58.2% | +57.3% | -115.5% | -61.9% |
| All | -58.2% | +59.0% | -117.2% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling