-64.3%
FISV vs RF
+15.2%
-79.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -6.4% | -0.1% | -6.3% | -6.3% |
| 30D | -6.8% | -4.0% | -2.8% | -4.7% |
| 3M | -10.0% | +5.6% | -15.5% | -12.7% |
| 6M | -20.6% | +13.1% | -33.7% | -26.3% |
| YTD | -27.6% | +13.6% | -41.1% | -33.8% |
| 1Y | -64.3% | +16.0% | -80.3% | -69.5% |
| All | -64.3% | +15.2% | -79.5% | -69.5% |
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 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