+19.9%
FISV vs P
+485.4%
-465.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.3% | +6.5% | -6.9% | -1.2% |
| 30D | -2.1% | +18.8% | -20.9% | -4.6% |
| 3M | -5.7% | +26.7% | -32.5% | -9.6% |
| 6M | -15.3% | +62.2% | -77.5% | -22.2% |
| YTD | -21.1% | +48.5% | -69.6% | -27.0% |
| 1Y | -61.1% | +26.4% | -87.5% | -63.9% |
| 3Y | -56.8% | +159.4% | -216.3% | -66.6% |
| 5Y | -54.2% | +275.8% | -330.0% | -67.7% |
| 10Y | +1.6% | +732.0% | -730.4% | -39.5% |
| All | +19.9% | +485.4% | -465.5% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling