-3.0%
FISV vs RF
+334.5%
-337.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.1% |
| 7D | -6.4% | -0.1% | -6.3% | -6.3% |
| 30D | -6.8% | -4.0% | -2.8% | -5.5% |
| 3M | -10.0% | +5.6% | -15.5% | -11.6% |
| 6M | -20.6% | +13.1% | -33.7% | -24.1% |
| YTD | -27.6% | +13.6% | -41.1% | -30.9% |
| 1Y | -64.3% | +16.0% | -80.3% | -66.2% |
| 3Y | -60.0% | +90.2% | -150.2% | -68.9% |
| 5Y | -57.7% | +87.0% | -144.7% | -67.7% |
| 10Y | -3.0% | +338.5% | -341.5% | -47.0% |
| All | -3.0% | +334.5% | -337.5% | -47.0% |
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