+995.4%
TER vs FISV
+26.5%
+968.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.7% | -9.1% | -6.2% |
| 7D | +14.4% | +1.4% | +12.9% | +14.0% |
| 30D | -30.6% | +38.4% | -69.0% | -36.0% |
| 3M | -39.2% | +14.9% | -54.1% | -41.6% |
| 6M | -31.3% | +21.8% | -53.1% | -36.2% |
| YTD | +29.1% | -5.0% | +34.1% | +27.5% |
| 1Y | +47.4% | -1.2% | +48.6% | +43.5% |
| 3Y | +191.2% | -47.5% | +238.8% | +190.9% |
| 5Y | +74.0% | -36.7% | +110.7% | +51.4% |
| All | +995.4% | +26.5% | +968.9% | +493.2% |
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 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