+10,830.8%
FISV vs NTRS
+7,800.3%
+3,030.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.0% |
| 7D | -2.7% | +1.4% | -4.1% | -3.2% |
| 30D | 0.0% | -0.7% | +0.7% | +0.3% |
| 3M | -2.8% | +11.3% | -14.1% | -7.0% |
| 6M | -11.8% | +35.5% | -47.4% | -22.3% |
| YTD | -23.2% | +40.6% | -63.8% | -33.4% |
| 1Y | -62.0% | +49.2% | -111.2% | -67.8% |
| 3Y | -57.6% | +167.2% | -224.8% | -72.0% |
| 5Y | -53.4% | +94.9% | -148.3% | -66.1% |
| 10Y | +2.9% | +259.5% | -256.6% | -43.7% |
| All | +10,830.8% | +7,800.3% | +3,030.4% | +1,874.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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