-6.4%
T vs FISV
-4.0%
-2.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.2% | +1.5% |
| 7D | +5.5% | +29.6% | -24.2% | +3.0% |
| 30D | -8.9% | +34.5% | -43.4% | -11.2% |
| 3M | -5.6% | +11.2% | -16.8% | -7.2% |
| 6M | -14.3% | -1.2% | -13.1% | -16.7% |
| YTD | -7.9% | -7.6% | -0.3% | -10.3% |
| 1Y | -6.4% | -3.7% | -2.7% | -8.4% |
| All | -6.4% | -4.0% | -2.4% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling