-57.6%
FISV vs RNG
+119.8%
-177.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -2.7% | -6.1% | +3.4% | -1.7% |
| 30D | 0.0% | +9.6% | -9.6% | -1.4% |
| 3M | -2.8% | +83.3% | -86.1% | -12.1% |
| 6M | -11.8% | +77.9% | -89.8% | -20.2% |
| YTD | -23.2% | +139.9% | -163.1% | -33.9% |
| 1Y | -62.0% | +121.7% | -183.6% | -67.0% |
| 3Y | -57.6% | +121.9% | -179.5% | -64.5% |
| All | -57.6% | +119.8% | -177.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling