+43.7%
FISV vs P
+504.9%
-461.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.3% |
| 7D | +22.3% | -9.6% | +31.9% | +23.5% |
| 30D | +39.2% | -33.4% | +72.6% | +45.3% |
| 3M | +21.2% | +14.2% | +7.0% | +17.2% |
| 6M | +14.5% | +31.6% | -17.1% | +7.3% |
| YTD | -5.4% | +53.5% | -58.9% | -13.9% |
| 1Y | -0.3% | +14.2% | -14.5% | -6.5% |
| 3Y | -46.8% | +190.5% | -237.3% | -60.0% |
| 5Y | -36.2% | +256.3% | -292.6% | -55.1% |
| 10Y | +26.4% | +707.9% | -681.5% | -25.9% |
| All | +43.7% | +504.9% | -461.2% | -16.2% |
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