+1,622.6%
T vs FISV
+13,260.8%
-11,638.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | -3.8% | +38.4% | -42.2% | -9.9% |
| 3M | -8.7% | +14.9% | -23.7% | -11.5% |
| 6M | -8.1% | +21.8% | -29.9% | -12.3% |
| YTD | -6.4% | -5.0% | -1.4% | -6.9% |
| 1Y | -9.8% | -1.2% | -8.6% | -11.0% |
| 3Y | +65.5% | -47.5% | +113.0% | +75.6% |
| 5Y | +57.0% | -36.7% | +93.7% | +58.5% |
| 10Y | +60.8% | +26.9% | +33.9% | +39.7% |
| All | +1,622.6% | +13,260.8% | -11,638.2% | +781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling