-47.4%
FISV vs RF
+104.8%
-152.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +25.7% | -0.9% | +26.6% | +26.1% |
| 30D | +38.8% | +6.0% | +32.7% | +35.6% |
| 3M | +16.2% | -8.9% | +25.1% | +20.2% |
| 6M | +12.1% | +2.3% | +9.7% | +11.1% |
| YTD | -6.4% | +7.6% | -13.9% | -9.0% |
| 1Y | +2.0% | +21.2% | -19.1% | -4.8% |
| 3Y | -47.4% | +108.5% | -156.0% | -54.9% |
| All | -47.4% | +104.8% | -152.3% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling