+292.2%
TER vs FISV
-60.0%
+352.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.5% | +2.3% |
| 7D | +12.4% | -6.4% | +18.8% | +11.0% |
| 30D | +5.1% | -6.8% | +12.0% | +3.9% |
| 3M | +4.0% | -10.0% | +13.9% | +3.4% |
| 6M | +29.5% | -20.6% | +50.2% | +27.2% |
| YTD | +98.5% | -27.6% | +126.0% | +93.6% |
| 1Y | +234.1% | -64.3% | +298.4% | +219.6% |
| All | +292.2% | -60.0% | +352.2% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling