-53.9%
FISV vs FIX
+2,061.9%
-2,115.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.3% | +6.0% | -6.4% | -0.8% |
| 30D | -2.1% | -7.2% | +5.2% | -1.6% |
| 3M | -5.7% | -15.9% | +10.1% | -5.0% |
| 6M | -15.3% | +12.7% | -28.1% | -18.4% |
| YTD | -21.1% | +72.8% | -93.9% | -28.8% |
| 1Y | -61.1% | +122.9% | -184.0% | -66.8% |
| 3Y | -56.8% | +774.3% | -831.2% | -75.2% |
| All | -53.9% | +2,061.9% | -2,115.8% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling