+27.4%
FISV vs P
+652.0%
-624.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.0% |
| 7D | +1.4% | +11.6% | -10.2% | -0.1% |
| 30D | +38.4% | -23.7% | +62.1% | +42.3% |
| 3M | +14.9% | -8.0% | +22.9% | +14.4% |
| 6M | +21.8% | +27.9% | -6.1% | +14.2% |
| YTD | -5.0% | +61.2% | -66.2% | -15.0% |
| 1Y | -1.2% | +28.6% | -29.8% | -9.6% |
| 3Y | -47.5% | +200.5% | -248.0% | -62.2% |
| 5Y | -36.7% | +282.9% | -319.7% | -58.2% |
| All | +27.4% | +652.0% | -624.6% | -29.9% |
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