-3.7%
FISV vs FRMI
-93.1%
+89.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.6% | +16.8% | +5.9% |
| 7D | +29.6% | -39.7% | +69.4% | +28.1% |
| 30D | +34.5% | -55.2% | +89.7% | +32.2% |
| 3M | +11.2% | -71.2% | +82.4% | +8.3% |
| 6M | -1.2% | -64.1% | +62.9% | -4.2% |
| YTD | -7.6% | -77.2% | +69.6% | -10.2% |
| 1Y | -3.7% | -93.2% | +89.4% | -9.3% |
| All | -3.7% | -93.1% | +89.4% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling