+49.6%
ON vs FISV
-57.7%
+107.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.7% | -7.2% | +2.5% | -2.7% |
| 30D | -13.5% | -7.2% | -6.3% | -11.9% |
| 3M | -36.3% | -8.2% | -28.1% | -35.9% |
| 6M | +17.8% | -17.7% | +35.5% | +22.0% |
| YTD | +29.6% | -27.2% | +56.7% | +40.0% |
| 1Y | +45.8% | -63.0% | +108.8% | +92.6% |
| 3Y | -28.3% | -59.8% | +31.4% | -24.4% |
| 5Y | +49.6% | -55.8% | +105.4% | +35.4% |
| All | +49.6% | -57.7% | +107.4% | +35.4% |
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