-46.8%
FISV vs FIVE
+42.1%
-88.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.6% |
| 7D | +22.3% | +6.2% | +16.1% | +21.7% |
| 30D | +39.2% | +18.2% | +21.0% | +37.4% |
| 3M | +21.2% | +3.8% | +17.4% | +20.7% |
| 6M | +14.5% | +13.7% | +0.8% | +13.0% |
| YTD | -5.4% | +34.7% | -40.2% | -7.7% |
| 1Y | -0.3% | +66.6% | -66.9% | -3.9% |
| 3Y | -46.8% | +44.3% | -91.1% | -49.8% |
| All | -46.8% | +42.1% | -88.9% | -49.8% |
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