-36.7%
FISV vs REPL
-17.3%
-19.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +8.9% | +0.8% |
| 7D | -7.2% | -13.4% | +6.2% | -6.9% |
| 30D | -7.2% | -3.0% | -4.2% | -7.2% |
| 3M | -8.2% | +56.3% | -64.5% | -10.4% |
| 6M | -17.7% | +60.9% | -78.6% | -21.9% |
| YTD | -27.2% | +36.2% | -63.4% | -30.6% |
| 1Y | -63.0% | +121.0% | -184.0% | -66.1% |
| 3Y | -59.8% | -32.8% | -26.9% | -64.1% |
| 5Y | -55.8% | -58.7% | +2.9% | -59.9% |
| All | -36.7% | -17.3% | -19.5% | -52.5% |
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