-17.5%
FISV vs REPL
+36.8%
-54.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | +1.4% | +1.2% | +0.2% | +1.4% |
| 30D | +38.4% | +92.2% | -53.7% | +36.1% |
| 3M | +14.9% | +44.1% | -29.2% | +13.7% |
| 6M | +21.8% | +313.0% | -291.2% | +14.7% |
| YTD | -5.0% | +125.2% | -130.3% | -10.7% |
| 1Y | -1.2% | +143.8% | -144.9% | -7.4% |
| 3Y | -47.5% | +104.2% | -151.7% | -56.3% |
| 5Y | -36.7% | -34.5% | -2.2% | -43.2% |
| All | -17.5% | +36.8% | -54.4% | -38.9% |
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