-55.1%
FISV vs ROIV
+232.7%
-287.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | -2.1% | +1.0% | -3.0% | -2.2% |
| 3M | -5.7% | +18.3% | -24.0% | -6.8% |
| 6M | -15.3% | +18.3% | -33.7% | -16.4% |
| YTD | -21.1% | +61.0% | -82.1% | -23.6% |
| 1Y | -61.1% | +177.9% | -239.0% | -63.6% |
| 3Y | -56.8% | +199.1% | -255.9% | -60.1% |
| 5Y | -54.2% | +250.7% | -304.9% | -59.5% |
| All | -55.1% | +232.7% | -287.7% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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