-3.3%
FISV vs M
-10.0%
+6.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.3% |
| 7D | -7.2% | -8.8% | +1.6% | -6.0% |
| 30D | -7.2% | -16.4% | +9.2% | -4.8% |
| 3M | -8.2% | -10.8% | +2.6% | -6.8% |
| 6M | -17.7% | +16.1% | -33.8% | -19.8% |
| YTD | -27.2% | -5.3% | -21.9% | -27.1% |
| 1Y | -63.0% | +24.9% | -87.8% | -64.4% |
| 3Y | -59.8% | +97.5% | -157.3% | -65.2% |
| 5Y | -55.8% | +20.4% | -76.2% | -60.4% |
| All | -3.3% | -10.0% | +6.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling