-62.0%
FISV vs RJF
+5.1%
-67.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.4% |
| 30D | 0.0% | -4.3% | +4.3% | +2.1% |
| 3M | -2.8% | +15.7% | -18.5% | -8.9% |
| 6M | -11.8% | +17.8% | -29.6% | -18.8% |
| YTD | -23.2% | +9.2% | -32.4% | -29.5% |
| 1Y | -62.0% | +2.8% | -64.8% | -64.8% |
| All | -62.0% | +5.1% | -67.0% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling