-17.4%
FISV vs REPL
+36.1%
-53.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +1.1% |
| 7D | +3.0% | +5.3% | -2.3% | +2.8% |
| 30D | +38.8% | +66.6% | -27.9% | +36.9% |
| 3M | +21.2% | +59.6% | -38.4% | +19.6% |
| 6M | +17.5% | +482.4% | -464.9% | +9.2% |
| YTD | -4.9% | +124.1% | -128.9% | -10.5% |
| 1Y | -0.6% | +138.6% | -139.1% | -6.8% |
| 3Y | -47.4% | +96.0% | -143.5% | -56.0% |
| 5Y | -36.0% | -35.4% | -0.7% | -42.5% |
| All | -17.4% | +36.1% | -53.5% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling