+14.9%
FISV vs RUN
-29.4%
+44.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.7% | -7.7% | -4.3% |
| 7D | -1.6% | +10.2% | -11.7% | -2.2% |
| 30D | -3.0% | -9.6% | +6.7% | -2.4% |
| 3M | -3.5% | -31.5% | +28.0% | -1.4% |
| 6M | -19.4% | -18.7% | -0.7% | -19.0% |
| YTD | -24.3% | -49.9% | +25.6% | -22.0% |
| 1Y | -62.4% | -45.5% | -16.9% | -61.8% |
| 3Y | -58.2% | -34.1% | -24.1% | -61.9% |
| 5Y | -56.5% | -79.4% | +22.9% | -58.0% |
| 10Y | -0.5% | +48.9% | -49.5% | -25.0% |
| All | +14.9% | -29.4% | +44.3% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling