+1,147.1%
FISV vs RBA
+3,565.6%
-2,418.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | -2.1% | -12.3% | +10.2% | +1.2% |
| 3M | -5.7% | -20.5% | +14.8% | -0.5% |
| 6M | -15.3% | -18.5% | +3.2% | -11.3% |
| YTD | -21.1% | -18.2% | -2.9% | -17.5% |
| 1Y | -61.1% | -27.5% | -33.6% | -57.8% |
| 3Y | -56.8% | +38.1% | -94.9% | -60.7% |
| 5Y | -54.2% | +44.8% | -99.0% | -59.7% |
| 10Y | +1.6% | +187.1% | -185.5% | -26.7% |
| All | +1,147.1% | +3,565.6% | -2,418.5% | +424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling