-31.5%
FISV vs REPL
-6.0%
-25.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -0.3% | -3.0% | +2.6% | -0.3% |
| 30D | -2.1% | +27.1% | -29.2% | -2.7% |
| 3M | -5.7% | +52.4% | -58.1% | -7.8% |
| 6M | -15.3% | +107.4% | -122.8% | -20.4% |
| YTD | -21.1% | +54.7% | -75.8% | -25.0% |
| 1Y | -61.1% | +158.9% | -219.9% | -64.5% |
| 3Y | -56.8% | -23.7% | -33.1% | -61.6% |
| 5Y | -54.2% | -54.3% | +0.2% | -58.5% |
| All | -31.5% | -6.0% | -25.5% | -48.7% |
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