-53.1%
FISV vs NRG
+194.8%
-247.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.3% |
| 7D | -2.7% | -4.7% | +2.0% | -2.3% |
| 30D | 0.0% | -6.0% | +6.0% | +0.5% |
| 3M | -2.8% | -8.0% | +5.2% | -2.8% |
| 6M | -11.8% | -23.2% | +11.3% | -10.5% |
| YTD | -23.2% | -28.1% | +4.8% | -21.7% |
| 1Y | -62.0% | -27.3% | -34.7% | -61.6% |
| 3Y | -57.6% | +208.7% | -266.3% | -71.5% |
| All | -53.1% | +194.8% | -247.9% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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