-53.1%
FISV vs RSG
+89.9%
-143.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.7% | +5.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | 0.0% | +4.0% | -3.9% | -2.2% |
| 3M | -2.8% | +7.4% | -10.2% | -6.7% |
| 6M | -11.8% | +0.1% | -11.9% | -12.2% |
| YTD | -23.2% | +6.0% | -29.2% | -26.1% |
| 1Y | -62.0% | -3.0% | -59.0% | -61.2% |
| 3Y | -57.6% | +56.5% | -114.1% | -66.1% |
| All | -53.1% | +89.9% | -143.0% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling