-61.1%
FISV vs FIX
+128.3%
-189.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.8% |
| 7D | -0.3% | +6.0% | -6.4% | +0.6% |
| 30D | -2.1% | -7.2% | +5.2% | -3.0% |
| 3M | -5.7% | -15.9% | +10.1% | -7.3% |
| 6M | -15.3% | +12.7% | -28.1% | -14.9% |
| YTD | -21.1% | +72.8% | -93.9% | -16.4% |
| 1Y | -61.1% | +122.9% | -184.0% | -57.5% |
| All | -61.1% | +128.3% | -189.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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