-59.8%
FISV vs RVMD
+636.2%
-696.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -6.4% | -0.7% | -5.7% | -6.3% |
| 30D | -6.8% | +0.3% | -7.2% | -7.0% |
| 3M | -10.0% | +38.9% | -48.8% | -14.1% |
| 6M | -20.6% | +108.1% | -128.7% | -28.9% |
| YTD | -27.6% | +160.7% | -188.3% | -37.6% |
| 1Y | -64.3% | +407.3% | -471.6% | -72.1% |
| 3Y | -60.0% | +546.6% | -606.6% | -70.8% |
| 5Y | -57.7% | +579.8% | -637.5% | -71.2% |
| All | -59.8% | +636.2% | -696.0% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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