-3.0%
FISV vs P
+694.3%
-697.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.8% |
| 7D | -6.4% | +5.0% | -11.4% | -7.1% |
| 30D | -6.8% | -0.9% | -5.9% | -7.0% |
| 3M | -10.0% | +38.7% | -48.6% | -15.1% |
| 6M | -20.6% | +54.4% | -75.0% | -27.1% |
| YTD | -27.6% | +44.8% | -72.4% | -33.2% |
| 1Y | -64.3% | +22.5% | -86.9% | -67.0% |
| 3Y | -60.0% | +148.2% | -208.2% | -69.7% |
| 5Y | -57.7% | +268.9% | -326.6% | -71.5% |
| 10Y | -3.0% | +696.9% | -699.9% | -46.3% |
| All | -3.0% | +694.3% | -697.2% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling