+229.2%
TER vs FISV
-61.2%
+290.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +5.0% |
| 7D | +6.4% | -2.7% | +9.0% | +5.2% |
| 30D | -5.7% | 0.0% | -5.7% | -5.4% |
| 3M | -0.4% | -2.8% | +2.4% | +1.1% |
| 6M | +25.8% | -11.8% | +37.7% | +24.0% |
| YTD | +96.4% | -23.2% | +119.6% | +84.6% |
| 1Y | +229.2% | -62.0% | +291.2% | +133.9% |
| All | +229.2% | -61.2% | +290.4% | +133.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling