-37.4%
FISV vs FN
+169.4%
-206.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.3% | +11.0% | +4.1% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | +38.4% | -16.5% | +55.0% | +39.2% |
| 3M | +14.9% | -42.1% | +57.0% | +17.5% |
| 6M | +21.8% | -52.9% | +74.7% | +25.8% |
| YTD | -5.0% | -28.0% | +22.9% | -6.9% |
| 1Y | -1.2% | -18.5% | +17.3% | -4.7% |
| 3Y | -47.5% | +93.9% | -141.4% | -57.8% |
| All | -37.4% | +169.4% | -206.8% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling