+26.9%
FISV vs P
+691.2%
-664.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +8.4% | -13.3% | +21.7% | +10.1% |
| 30D | +38.8% | -34.0% | +72.8% | +45.5% |
| 3M | +21.3% | +4.1% | +17.2% | +18.5% |
| 6M | +14.1% | +30.5% | -16.3% | +6.4% |
| YTD | -5.7% | +52.2% | -57.9% | -14.9% |
| 1Y | -0.8% | +10.3% | -11.0% | -7.0% |
| 3Y | -47.9% | +180.9% | -228.7% | -62.0% |
| 5Y | -36.8% | +259.7% | -296.6% | -57.8% |
| 10Y | +26.9% | +652.6% | -625.7% | -31.1% |
| All | +26.9% | +691.2% | -664.3% | -31.1% |
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