-37.1%
FISV vs FIX
+933.9%
-971.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.1% |
| 7D | +25.7% | -17.5% | +43.2% | +26.9% |
| 30D | +38.8% | -41.6% | +80.3% | +43.3% |
| 3M | +16.2% | -40.6% | +56.8% | +19.6% |
| 6M | +12.1% | -49.4% | +61.4% | +16.3% |
| YTD | -6.4% | +9.2% | -15.6% | -13.0% |
| 1Y | +2.0% | +6.5% | -4.4% | -5.1% |
| 3Y | -47.4% | +448.7% | -496.2% | -68.6% |
| All | -37.1% | +933.9% | -971.0% | -72.0% |
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