-56.9%
FISV vs RF
+92.1%
-149.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.3% | +1.3% | -1.7% | -0.8% |
| 30D | -2.1% | -3.6% | +1.6% | -0.8% |
| 3M | -5.7% | +8.1% | -13.8% | -8.2% |
| 6M | -15.3% | +11.5% | -26.8% | -18.6% |
| YTD | -21.1% | +15.6% | -36.7% | -25.1% |
| 1Y | -61.1% | +15.7% | -76.8% | -63.2% |
| All | -56.9% | +92.1% | -149.0% | -64.6% |
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