-36.8%
FISV vs M
+0.1%
-36.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +8.4% | +5.0% | +3.4% | +7.5% |
| 30D | +38.8% | +10.6% | +28.1% | +36.5% |
| 3M | +21.3% | +1.6% | +19.7% | +20.6% |
| 6M | +14.1% | +30.8% | -16.7% | +9.1% |
| YTD | -5.7% | +16.9% | -22.6% | -8.7% |
| 1Y | -0.8% | +26.3% | -27.0% | -5.1% |
| 3Y | -47.9% | +158.6% | -206.5% | -57.4% |
| 5Y | -36.8% | +2.1% | -38.9% | -42.0% |
| All | -36.8% | +0.1% | -36.9% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling