-3.0%
FISV vs FIX
+5,928.8%
-5,931.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -4.0% |
| 7D | -6.4% | +3.5% | -9.9% | -7.0% |
| 30D | -6.8% | -3.5% | -3.3% | -6.5% |
| 3M | -10.0% | -11.8% | +1.8% | -9.4% |
| 6M | -20.6% | +17.8% | -38.4% | -25.5% |
| YTD | -27.6% | +73.3% | -100.9% | -38.0% |
| 1Y | -64.3% | +128.1% | -192.4% | -71.9% |
| 3Y | -60.0% | +772.7% | -832.6% | -79.7% |
| 5Y | -57.7% | +2,166.4% | -2,224.1% | -84.4% |
| 10Y | -3.0% | +6,034.5% | -6,037.4% | -72.9% |
| All | -3.0% | +5,928.8% | -5,931.8% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling