-56.5%
FISV vs RF
+89.9%
-146.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.6% |
| 7D | -1.6% | +2.7% | -4.2% | -2.5% |
| 30D | -3.0% | -3.4% | +0.4% | -1.8% |
| 3M | -3.5% | +6.4% | -9.9% | -5.6% |
| 6M | -19.4% | +13.4% | -32.8% | -23.1% |
| YTD | -24.3% | +14.2% | -38.5% | -28.0% |
| 1Y | -62.4% | +15.7% | -78.1% | -64.4% |
| 3Y | -58.2% | +91.3% | -149.5% | -67.4% |
| 5Y | -56.5% | +89.8% | -146.3% | -67.3% |
| All | -56.5% | +89.9% | -146.5% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling