+26.4%
FISV vs FN
+837.6%
-811.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.9% | -10.8% | -0.2% |
| 7D | +22.3% | +16.3% | +6.0% | +20.0% |
| 30D | +39.2% | -24.7% | +64.0% | +42.6% |
| 3M | +21.2% | -34.9% | +56.1% | +25.4% |
| 6M | +14.5% | -41.1% | +55.6% | +18.1% |
| YTD | -5.4% | -19.6% | +14.2% | -8.4% |
| 1Y | -0.3% | -18.5% | +18.2% | -4.1% |
| 3Y | -46.8% | +119.1% | -165.9% | -59.9% |
| 5Y | -36.2% | +206.9% | -243.2% | -56.9% |
| 10Y | +26.4% | +826.4% | -800.0% | -31.5% |
| All | +26.4% | +837.6% | -811.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling