+2.0%
FISV vs RUN
+42.2%
-40.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.5% |
| 7D | -2.7% | -3.7% | +1.0% | -2.4% |
| 30D | 0.0% | -13.0% | +13.0% | +1.0% |
| 3M | -2.8% | -31.8% | +29.0% | -0.4% |
| 6M | -11.8% | -32.2% | +20.4% | -10.1% |
| YTD | -23.2% | -53.5% | +30.3% | -20.3% |
| 1Y | -62.0% | -46.5% | -15.5% | -61.3% |
| 3Y | -57.6% | -37.6% | -20.0% | -61.8% |
| 5Y | -53.4% | -80.9% | +27.5% | -54.8% |
| All | +2.0% | +42.2% | -40.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling