+350.5%
FISV vs FN
+3,620.5%
-3,270.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | -0.3% | -1.7% | +1.3% | -0.2% |
| 30D | -2.1% | -22.0% | +19.9% | +0.2% |
| 3M | -5.7% | -43.0% | +37.3% | -0.8% |
| 6M | -15.3% | -27.7% | +12.4% | -14.6% |
| YTD | -21.1% | -10.5% | -10.6% | -23.2% |
| 1Y | -61.1% | +12.5% | -73.6% | -63.6% |
| 3Y | -56.8% | +153.8% | -210.6% | -65.9% |
| 5Y | -54.2% | +288.0% | -342.2% | -66.9% |
| 10Y | +1.6% | +906.4% | -904.8% | -37.3% |
| All | +350.5% | +3,620.5% | -3,270.1% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling