-53.1%
FISV vs RJF
+104.0%
-157.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.5% |
| 30D | 0.0% | -4.3% | +4.3% | +2.0% |
| 3M | -2.8% | +15.7% | -18.5% | -8.8% |
| 6M | -11.8% | +17.8% | -29.6% | -18.1% |
| YTD | -23.2% | +9.2% | -32.4% | -26.7% |
| 1Y | -62.0% | +2.8% | -64.8% | -62.7% |
| 3Y | -57.6% | +69.5% | -127.1% | -67.4% |
| All | -53.1% | +104.0% | -157.2% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling