-57.7%
FISV vs REPL
-53.9%
-3.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.2% | -4.3% |
| 7D | -6.4% | -9.6% | +3.2% | -6.3% |
| 30D | -6.8% | +5.7% | -12.5% | -6.9% |
| 3M | -10.0% | +56.4% | -66.3% | -10.5% |
| 6M | -20.6% | +67.4% | -88.1% | -21.7% |
| YTD | -27.6% | +48.7% | -76.2% | -28.4% |
| 1Y | -64.3% | +148.3% | -212.6% | -65.4% |
| 3Y | -60.0% | -26.7% | -33.3% | -60.7% |
| 5Y | -57.7% | -54.1% | -3.6% | -59.4% |
| All | -57.7% | -53.9% | -3.8% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling