-57.6%
FISV vs RSG
+57.7%
-115.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.7% | +4.9% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | 0.0% | +4.0% | -3.9% | -2.4% |
| 3M | -2.8% | +7.4% | -10.2% | -7.1% |
| 6M | -11.8% | +0.1% | -11.9% | -12.1% |
| YTD | -23.2% | +6.0% | -29.2% | -26.5% |
| 1Y | -62.0% | -3.0% | -59.0% | -61.2% |
| 3Y | -57.6% | +56.5% | -114.1% | -62.7% |
| All | -57.6% | +57.7% | -115.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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