+1,807.6%
FISV vs FIX
+7,843.3%
-6,035.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.7% |
| 7D | +25.7% | -17.5% | +43.2% | +29.0% |
| 30D | +38.8% | -41.6% | +80.3% | +50.1% |
| 3M | +16.2% | -40.6% | +56.8% | +24.8% |
| 6M | +12.1% | -49.4% | +61.4% | +21.9% |
| YTD | -6.4% | +9.2% | -15.6% | -12.3% |
| 1Y | +2.0% | +6.5% | -4.4% | -4.4% |
| 3Y | -47.4% | +448.7% | -496.2% | -65.7% |
| 5Y | -37.3% | +948.7% | -986.1% | -64.4% |
| 10Y | +28.4% | +3,659.7% | -3,631.3% | -44.2% |
| All | +1,807.6% | +7,843.3% | -6,035.7% | +500.9% |
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