+1,449.6%
NET vs FISV
-48.9%
+1,498.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -7.0% | -0.3% | -6.6% | -6.8% |
| 30D | -4.8% | -2.1% | -2.7% | -4.0% |
| 3M | +3.8% | -5.7% | +9.6% | +5.5% |
| 6M | +50.0% | -15.3% | +65.4% | +58.7% |
| YTD | +41.5% | -21.1% | +62.6% | +53.8% |
| 1Y | +32.8% | -61.1% | +93.9% | +81.3% |
| 3Y | +335.9% | -56.8% | +392.7% | +412.7% |
| 5Y | +113.8% | -54.2% | +168.0% | +136.6% |
| All | +1,449.6% | -48.9% | +1,498.5% | +1,517.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling