-59.1%
FISV vs FRMI
-78.1%
+19.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.4% |
| 7D | -2.7% | +7.4% | -10.1% | -2.6% |
| 30D | 0.0% | -27.6% | +27.7% | -0.3% |
| 3M | -2.8% | -20.9% | +18.1% | -3.2% |
| 6M | -11.8% | -36.6% | +24.8% | -12.4% |
| YTD | -23.2% | -31.3% | +8.0% | -23.8% |
| All | -59.1% | -78.1% | +19.0% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling