-43.5%
FISV vs FOXA
+86.3%
-129.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.6% |
| 7D | -6.4% | -5.4% | -1.0% | -4.4% |
| 30D | -6.8% | +1.1% | -8.0% | -7.4% |
| 3M | -10.0% | -6.1% | -3.8% | -8.4% |
| 6M | -20.6% | +8.2% | -28.9% | -23.7% |
| YTD | -27.6% | -11.8% | -15.8% | -25.0% |
| 1Y | -64.3% | +9.9% | -74.3% | -66.1% |
| 3Y | -60.0% | +110.7% | -170.7% | -71.1% |
| 5Y | -57.7% | +86.9% | -144.6% | -68.6% |
| All | -43.5% | +86.3% | -129.8% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling