-46.8%
FISV vs P
+190.3%
-237.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +1.0% |
| 7D | +22.3% | -9.6% | +31.9% | +22.4% |
| 30D | +39.2% | -33.4% | +72.6% | +40.0% |
| 3M | +21.2% | +14.2% | +7.0% | +20.2% |
| 6M | +14.5% | +31.6% | -17.1% | +12.9% |
| YTD | -5.4% | +53.5% | -58.9% | -7.5% |
| 1Y | -0.3% | +14.2% | -14.5% | -1.9% |
| 3Y | -46.8% | +190.5% | -237.3% | -52.3% |
| All | -46.8% | +190.3% | -237.1% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling