+64.2%
T vs FISV
-58.4%
+122.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.6% | -1.2% |
| 7D | -3.1% | -6.4% | +3.3% | -2.3% |
| 30D | +4.6% | -6.8% | +11.4% | +5.4% |
| 3M | +12.2% | -10.0% | +22.2% | +13.4% |
| 6M | -6.5% | -20.6% | +14.2% | -4.3% |
| YTD | +4.9% | -27.6% | +32.5% | +8.4% |
| 1Y | -10.5% | -64.3% | +53.9% | 0.0% |
| 3Y | +104.6% | -60.0% | +164.6% | +109.2% |
| 5Y | +64.2% | -57.7% | +121.9% | +61.0% |
| All | +64.2% | -58.4% | +122.6% | +61.0% |
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