-20.5%
FISV vs REPL
+37.4%
-57.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.8% |
| 7D | -2.0% | +9.8% | -11.8% | -2.2% |
| 30D | +31.8% | +81.5% | -49.7% | +29.8% |
| 3M | +19.3% | +44.2% | -24.9% | +18.0% |
| 6M | +12.1% | +437.4% | -425.3% | +4.5% |
| YTD | -8.4% | +126.1% | -134.6% | -13.9% |
| 1Y | -4.5% | +143.1% | -147.6% | -10.5% |
| 3Y | -49.4% | +97.8% | -147.2% | -57.7% |
| 5Y | -39.0% | -34.3% | -4.7% | -45.2% |
| All | -20.5% | +37.4% | -57.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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