-59.8%
FISV vs ROST
+93.5%
-153.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -7.2% | -2.5% | -4.7% | -6.6% |
| 30D | -7.2% | -10.3% | +3.1% | -4.6% |
| 3M | -8.2% | -2.6% | -5.6% | -7.6% |
| 6M | -17.7% | +6.5% | -24.2% | -19.3% |
| YTD | -27.2% | +25.9% | -53.1% | -31.9% |
| 1Y | -63.0% | +52.3% | -115.3% | -67.0% |
| All | -59.8% | +93.5% | -153.3% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling