-61.1%
FISV vs ROST
+54.0%
-115.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.3% | +0.9% | -1.3% | -0.6% |
| 30D | -2.1% | -8.9% | +6.8% | +0.9% |
| 3M | -5.7% | -0.8% | -4.9% | -5.6% |
| 6M | -15.3% | +8.5% | -23.8% | -18.7% |
| YTD | -21.1% | +28.6% | -49.7% | -31.5% |
| 1Y | -61.1% | +52.3% | -113.4% | -69.4% |
| All | -61.1% | +54.0% | -115.1% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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