-57.7%
FISV vs RBA
+39.8%
-97.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.1% |
| 7D | -6.4% | -1.9% | -4.5% | -5.8% |
| 30D | -6.8% | -13.0% | +6.1% | -3.0% |
| 3M | -10.0% | -23.1% | +13.2% | -3.3% |
| 6M | -20.6% | -22.6% | +2.0% | -15.1% |
| YTD | -27.6% | -20.4% | -7.2% | -23.2% |
| 1Y | -64.3% | -29.6% | -34.7% | -60.8% |
| 3Y | -60.0% | +26.6% | -86.5% | -61.9% |
| 5Y | -57.7% | +38.2% | -95.9% | -61.6% |
| All | -57.7% | +39.8% | -97.5% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling