-59.2%
FISV vs Q
+79.8%
-139.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +5.5% |
| 7D | -2.7% | +4.9% | -7.6% | -2.5% |
| 30D | 0.0% | -11.0% | +11.0% | -0.3% |
| 3M | -2.8% | -15.2% | +12.4% | -3.6% |
| 6M | -11.8% | +8.8% | -20.7% | -16.7% |
| YTD | -23.2% | +55.1% | -78.3% | -30.8% |
| All | -59.2% | +79.8% | -139.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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