+66.9%
T vs FISV
-2.2%
+69.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.4% | -7.2% | +4.8% | -0.9% |
| 30D | +4.3% | -7.2% | +11.5% | +5.8% |
| 3M | +11.6% | -8.2% | +19.7% | +13.1% |
| 6M | -5.6% | -17.7% | +12.1% | -2.4% |
| YTD | +6.6% | -27.2% | +33.7% | +12.7% |
| 1Y | -8.4% | -63.0% | +54.6% | +9.8% |
| 3Y | +107.8% | -59.8% | +167.6% | +128.3% |
| 5Y | +68.3% | -55.8% | +124.1% | +74.7% |
| All | +66.9% | -2.2% | +69.1% | +26.8% |
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