-53.1%
FISV vs RMBS
+265.4%
-318.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.3% |
| 7D | -2.7% | +1.8% | -4.4% | -2.8% |
| 30D | 0.0% | -13.9% | +13.9% | +0.9% |
| 3M | -2.8% | -39.8% | +37.0% | +0.1% |
| 6M | -11.8% | -6.0% | -5.8% | -14.4% |
| YTD | -23.2% | -5.4% | -17.9% | -25.8% |
| 1Y | -62.0% | -1.8% | -60.2% | -64.2% |
| 3Y | -57.6% | +53.7% | -111.3% | -64.5% |
| All | -53.1% | +265.4% | -318.6% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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