-56.5%
FISV vs FIVE
+38.7%
-95.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.1% |
| 7D | -1.6% | +3.7% | -5.2% | -2.1% |
| 30D | -3.0% | +4.0% | -6.9% | -3.5% |
| 3M | -3.5% | +36.2% | -39.8% | -7.7% |
| 6M | -19.4% | +18.0% | -37.4% | -21.7% |
| YTD | -24.3% | +34.9% | -59.2% | -27.7% |
| 1Y | -62.4% | +67.9% | -130.3% | -65.2% |
| 3Y | -58.2% | +57.3% | -115.5% | -61.9% |
| 5Y | -56.5% | +39.5% | -96.1% | -61.6% |
| All | -56.5% | +38.7% | -95.2% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling