-62.4%
FISV vs FIX
+132.0%
-194.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -3.6% |
| 7D | -1.6% | +6.1% | -7.6% | -0.6% |
| 30D | -3.0% | -2.7% | -0.3% | -3.2% |
| 3M | -3.5% | -10.9% | +7.4% | -4.4% |
| 6M | -19.4% | +29.0% | -48.4% | -17.6% |
| YTD | -24.3% | +76.9% | -101.2% | -19.3% |
| 1Y | -62.4% | +130.7% | -193.1% | -58.2% |
| All | -62.4% | +132.0% | -194.4% | -58.2% |
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