-18.8%
FISV vs FND
+57.3%
-76.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -6.4% | -0.8% | -5.6% | -6.2% |
| 30D | -6.8% | -19.6% | +12.8% | -2.3% |
| 3M | -10.0% | -4.3% | -5.6% | -9.7% |
| 6M | -20.6% | -20.4% | -0.2% | -17.6% |
| YTD | -27.6% | -21.9% | -5.7% | -24.8% |
| 1Y | -64.3% | -45.2% | -19.1% | -59.8% |
| 3Y | -60.0% | -49.2% | -10.8% | -55.9% |
| 5Y | -57.7% | -61.8% | +4.1% | -52.5% |
| All | -18.8% | +57.3% | -76.1% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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