-47.5%
FISV vs RF
+119.8%
-167.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | +38.4% | +7.3% | +31.1% | +34.7% |
| 3M | +14.9% | -7.9% | +22.8% | +18.4% |
| 6M | +21.8% | +10.5% | +11.3% | +17.4% |
| YTD | -5.0% | +9.6% | -14.7% | -8.4% |
| 1Y | -1.2% | +20.3% | -21.5% | -7.6% |
| 3Y | -47.5% | +119.5% | -167.1% | -54.9% |
| All | -47.5% | +119.8% | -167.4% | -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