-24.9%
FISV vs NTR
+98.7%
-123.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.2% |
| 7D | -7.2% | -2.5% | -4.7% | -6.6% |
| 30D | -7.2% | +17.0% | -24.2% | -11.1% |
| 3M | -8.2% | +22.2% | -30.3% | -13.1% |
| 6M | -17.7% | +5.2% | -22.9% | -19.7% |
| YTD | -27.2% | +29.7% | -56.8% | -33.3% |
| 1Y | -63.0% | +39.4% | -102.4% | -66.8% |
| 3Y | -59.8% | +38.2% | -97.9% | -64.6% |
| 5Y | -55.8% | +47.6% | -103.4% | -65.2% |
| All | -24.9% | +98.7% | -123.6% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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