+26.4%
FISV vs FIX
+4,032.2%
-4,005.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | -0.5% |
| 7D | +22.3% | -7.2% | +29.6% | +23.1% |
| 30D | +39.2% | -35.1% | +74.3% | +48.0% |
| 3M | +21.2% | -34.3% | +55.5% | +28.0% |
| 6M | +14.5% | -42.9% | +57.4% | +22.2% |
| YTD | -5.4% | +19.5% | -24.9% | -15.2% |
| 1Y | -0.3% | +16.8% | -17.1% | -10.6% |
| 3Y | -46.8% | +506.7% | -553.5% | -72.1% |
| 5Y | -36.2% | +1,046.7% | -1,082.9% | -73.4% |
| 10Y | +26.4% | +3,800.0% | -3,773.6% | -64.7% |
| All | +26.4% | +4,032.2% | -4,005.8% | -64.7% |
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