-3.7%
FISV vs ROST
+54.7%
-58.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.1% | +0.1% | +4.4% |
| 7D | +29.6% | +7.8% | +21.9% | +26.8% |
| 30D | +34.5% | +8.6% | +25.9% | +31.3% |
| 3M | +11.2% | -1.9% | +13.2% | +11.1% |
| 6M | -1.2% | +9.1% | -10.4% | -3.8% |
| YTD | -7.6% | +37.2% | -44.9% | -14.3% |
| 1Y | -3.7% | +52.7% | -56.5% | -13.7% |
| All | -3.7% | +54.7% | -58.4% | -13.7% |
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