+26.4%
FISV vs RF
+277.2%
-250.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | +22.3% | -0.1% | +22.5% | +22.3% |
| 30D | +39.2% | +7.0% | +32.2% | +35.8% |
| 3M | +21.2% | -7.0% | +28.2% | +24.3% |
| 6M | +14.5% | +6.8% | +7.7% | +11.8% |
| YTD | -5.4% | +9.9% | -15.3% | -8.9% |
| 1Y | -0.3% | +21.1% | -21.4% | -7.2% |
| 3Y | -46.8% | +119.6% | -166.4% | -60.6% |
| 5Y | -36.2% | +46.2% | -82.4% | -47.0% |
| 10Y | +26.4% | +261.5% | -235.1% | -23.5% |
| All | +26.4% | +277.2% | -250.8% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling