+4,566.3%
FISV vs M
+396.5%
+4,169.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -0.3% | +4.7% | -5.1% | -1.3% |
| 30D | -2.1% | -9.6% | +7.6% | 0.0% |
| 3M | -5.7% | +0.9% | -6.6% | -6.2% |
| 6M | -15.3% | +22.3% | -37.6% | -19.4% |
| YTD | -21.1% | +6.5% | -27.6% | -23.0% |
| 1Y | -61.1% | +38.8% | -99.8% | -64.2% |
| 3Y | -56.8% | +115.9% | -172.7% | -65.8% |
| 5Y | -54.2% | +28.6% | -82.8% | -62.0% |
| 10Y | +1.6% | -2.5% | +4.1% | -25.8% |
| All | +4,566.3% | +396.5% | +4,169.8% | +1,775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling