-0.4%
FISV vs FIX
+14.0%
-14.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +2.4% |
| 7D | +22.3% | -7.2% | +29.6% | +21.1% |
| 30D | +39.2% | -35.1% | +74.3% | +31.0% |
| 3M | +21.2% | -34.3% | +55.5% | +14.6% |
| 6M | +14.5% | -42.9% | +57.4% | +7.1% |
| YTD | -5.4% | +19.5% | -24.9% | -6.0% |
| All | -0.4% | +14.0% | -14.5% | -1.1% |
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