+629.3%
ON vs FISV
+3.1%
+626.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.4% | +3.1% | +5.9% |
| 7D | +2.4% | -2.7% | +5.0% | +3.8% |
| 30D | -8.6% | 0.0% | -8.7% | -9.0% |
| 3M | -34.3% | -2.8% | -31.6% | -35.6% |
| 6M | +28.5% | -11.8% | +40.4% | +30.6% |
| YTD | +40.6% | -23.2% | +63.8% | +53.2% |
| 1Y | +55.3% | -62.0% | +117.3% | +129.9% |
| 3Y | -22.2% | -57.6% | +35.4% | -6.5% |
| 5Y | +62.4% | -53.4% | +115.8% | +77.0% |
| All | +629.3% | +3.1% | +626.2% | +334.1% |
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 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