+5,526.0%
FISV vs M
+439.9%
+5,086.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.0% | -3.3% | +6.3% | +3.6% |
| 30D | +38.8% | +8.1% | +30.7% | +36.2% |
| 3M | +21.2% | +2.2% | +19.0% | +20.3% |
| 6M | +17.5% | +35.1% | -17.6% | +9.4% |
| YTD | -4.9% | +15.8% | -20.7% | -9.0% |
| 1Y | -0.6% | +25.8% | -26.4% | -6.8% |
| 3Y | -47.4% | +156.2% | -203.6% | -59.9% |
| 5Y | -36.0% | -2.4% | -33.7% | -43.3% |
| 10Y | +27.1% | -7.1% | +34.2% | -5.7% |
| All | +5,526.0% | +439.9% | +5,086.1% | +2,115.3% |
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