-4.5%
FISV vs RF
+18.0%
-22.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.5% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | +31.8% | +5.6% | +26.3% | +28.0% |
| 3M | +19.3% | -8.9% | +28.1% | +24.7% |
| 6M | +12.1% | +7.1% | +5.0% | +8.7% |
| YTD | -8.4% | +8.3% | -16.8% | -12.0% |
| 1Y | -4.5% | +16.8% | -21.3% | -13.0% |
| All | -4.5% | +18.0% | -22.5% | -13.0% |
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 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