+112.5%
NET vs FISV
-54.1%
+166.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 6M | +50.0% | -15.3% | +65.4% | +59.0% |
| YTD | +41.5% | -21.1% | +62.6% | +54.3% |
| 1Y | +32.8% | -61.1% | +93.9% | +85.3% |
| 3Y | +335.9% | -56.8% | +392.7% | +335.6% |
| All | +112.5% | -54.1% | +166.6% | +70.1% |
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