-47.4%
FISV vs FN
+101.0%
-148.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.7% | -11.4% | +0.1% |
| 7D | +25.7% | 0.0% | +25.8% | +25.6% |
| 30D | +38.8% | -34.3% | +73.1% | +39.0% |
| 3M | +16.2% | -39.9% | +56.1% | +16.5% |
| 6M | +12.1% | -51.8% | +63.9% | +13.0% |
| YTD | -6.4% | -28.1% | +21.8% | -8.0% |
| 1Y | +2.0% | -29.1% | +31.1% | +0.1% |
| 3Y | -47.4% | +102.4% | -149.9% | -53.1% |
| All | -47.4% | +101.0% | -148.4% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling