-57.6%
FISV vs FOXA
+117.6%
-175.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.1% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | 0.0% | +5.0% | -5.0% | -1.6% |
| 3M | -2.8% | -3.0% | +0.2% | -2.7% |
| 6M | -11.8% | +14.8% | -26.6% | -15.7% |
| YTD | -23.2% | -8.9% | -14.3% | -22.1% |
| 1Y | -62.0% | +13.3% | -75.3% | -63.6% |
| 3Y | -57.6% | +115.4% | -173.0% | -64.5% |
| All | -57.6% | +117.6% | -175.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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