-55.0%
FISV vs FRSH
-72.6%
+17.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -7.2% | -11.2% | +3.9% | -5.4% |
| 30D | -7.2% | -0.8% | -6.4% | -7.1% |
| 3M | -8.2% | +26.4% | -34.6% | -11.6% |
| 6M | -17.7% | +48.4% | -66.1% | -22.7% |
| YTD | -27.2% | -3.1% | -24.1% | -27.7% |
| 1Y | -63.0% | -8.7% | -54.3% | -62.9% |
| 3Y | -59.8% | -45.8% | -14.0% | -58.0% |
| All | -55.0% | -72.6% | +17.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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