+11,131.7%
FISV vs RF
+1,537.4%
+9,594.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.3% | +1.3% | -1.7% | -0.7% |
| 30D | -2.1% | -3.6% | +1.6% | -1.2% |
| 3M | -5.7% | +8.1% | -13.8% | -7.5% |
| 6M | -15.3% | +11.5% | -26.8% | -17.6% |
| YTD | -21.1% | +15.6% | -36.7% | -23.9% |
| 1Y | -61.1% | +15.7% | -76.8% | -62.5% |
| 3Y | -56.8% | +86.9% | -143.7% | -63.5% |
| 5Y | -54.2% | +89.8% | -144.0% | -61.9% |
| 10Y | +1.6% | +344.7% | -343.1% | -33.9% |
| All | +11,131.7% | +1,537.4% | +9,594.3% | +4,022.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling