+1,381.0%
NET vs FISV
-40.2%
+1,421.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -5.0% |
| 7D | -16.4% | +29.6% | -46.0% | -24.9% |
| 30D | -25.8% | +34.5% | -60.3% | -34.6% |
| 3M | -11.5% | +11.2% | -22.8% | -16.2% |
| 6M | +18.9% | -1.2% | +20.1% | +17.0% |
| YTD | +35.2% | -7.6% | +42.8% | +36.4% |
| 1Y | +14.5% | -3.7% | +18.2% | +13.2% |
| 3Y | +313.8% | -48.1% | +361.9% | +342.6% |
| 5Y | +32.6% | -39.1% | +71.7% | +30.2% |
| All | +1,381.0% | -40.2% | +1,421.2% | +1,334.2% |
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