+138.3%
GOOGL vs FISV
-57.7%
+196.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.8% | -7.2% | +4.4% | -1.7% |
| 30D | -3.2% | -7.2% | +4.0% | -2.1% |
| 3M | -6.6% | -8.2% | +1.6% | -5.7% |
| 6M | +8.5% | -17.7% | +26.2% | +11.2% |
| YTD | +6.5% | -27.2% | +33.6% | +11.1% |
| 1Y | +39.4% | -63.0% | +102.4% | +59.8% |
| 3Y | +146.2% | -59.8% | +206.0% | +142.6% |
| 5Y | +138.3% | -55.8% | +194.1% | +105.7% |
| All | +138.3% | -57.7% | +196.0% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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