+196.4%
FISV vs FIVE
+868.1%
-671.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.4% |
| 7D | -0.3% | +4.3% | -4.6% | -1.1% |
| 30D | -2.1% | +12.5% | -14.6% | -4.3% |
| 3M | -5.7% | +31.2% | -37.0% | -10.5% |
| 6M | -15.3% | +14.4% | -29.7% | -18.1% |
| YTD | -21.1% | +33.9% | -55.0% | -25.9% |
| 1Y | -61.1% | +65.1% | -126.1% | -64.9% |
| 3Y | -56.8% | +49.0% | -105.8% | -62.3% |
| 5Y | -54.2% | +30.3% | -84.5% | -60.2% |
| 10Y | +1.6% | +481.1% | -479.5% | -34.2% |
| All | +196.4% | +868.1% | -671.7% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling