+32.6%
NET vs FISV
-39.3%
+71.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -5.0% |
| 7D | -16.4% | +29.6% | -46.0% | -25.1% |
| 30D | -25.8% | +34.5% | -60.3% | -34.8% |
| 3M | -11.5% | +11.2% | -22.8% | -16.2% |
| 6M | +18.9% | -1.2% | +20.1% | +17.3% |
| YTD | +35.2% | -7.6% | +42.8% | +36.8% |
| 1Y | +14.5% | -3.7% | +18.2% | +13.4% |
| 3Y | +313.8% | -48.1% | +361.9% | +252.8% |
| 5Y | +32.6% | -39.1% | +71.7% | -14.7% |
| All | +32.6% | -39.3% | +71.9% | -14.7% |
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