-3.7%
FISV vs RF
+25.4%
-29.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.5% |
| 7D | +29.6% | +2.3% | +27.4% | +28.0% |
| 30D | +34.5% | +7.2% | +27.2% | +29.5% |
| 3M | +11.2% | -8.2% | +19.5% | +16.1% |
| 6M | -1.2% | +7.0% | -8.2% | -4.4% |
| YTD | -7.6% | +10.3% | -17.9% | -12.6% |
| 1Y | -3.7% | +25.1% | -28.8% | -18.6% |
| All | -3.7% | +25.4% | -29.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling