+1,866.0%
T vs FISV
+10,554.3%
-8,688.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.5% |
| 7D | -1.5% | -1.6% | 0.0% | -1.3% |
| 30D | +7.6% | -3.0% | +10.6% | +8.1% |
| 3M | +15.3% | -3.5% | +18.8% | +15.7% |
| 6M | -8.5% | -19.4% | +10.9% | -5.3% |
| YTD | +6.8% | -24.3% | +31.1% | +11.4% |
| 1Y | -7.2% | -62.4% | +55.1% | +7.8% |
| 3Y | +108.2% | -58.2% | +166.4% | +131.6% |
| 5Y | +66.1% | -56.5% | +122.6% | +81.0% |
| 10Y | +65.3% | -0.5% | +65.8% | +51.0% |
| All | +1,866.0% | +10,554.3% | -8,688.3% | +954.1% |
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