+1,507.9%
FISV vs FIX
+12,471.5%
-10,963.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.3% | +6.0% | -6.4% | -1.3% |
| 30D | -2.1% | -7.2% | +5.2% | -1.1% |
| 3M | -5.7% | -15.9% | +10.1% | -4.3% |
| 6M | -15.3% | +12.7% | -28.1% | -19.1% |
| YTD | -21.1% | +72.8% | -93.9% | -30.6% |
| 1Y | -61.1% | +122.9% | -184.0% | -67.8% |
| 3Y | -56.8% | +774.3% | -831.2% | -73.7% |
| 5Y | -54.2% | +2,049.5% | -2,103.7% | -76.7% |
| 10Y | +1.6% | +5,821.5% | -5,819.9% | -58.6% |
| All | +1,507.9% | +12,471.5% | -10,963.6% | +375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling