+211.9%
TER vs FISV
-57.7%
+269.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | +9.4% | -7.2% | +16.6% | +9.4% |
| 30D | -2.4% | -7.2% | +4.8% | -2.5% |
| 3M | +6.5% | -8.2% | +14.7% | +6.6% |
| 6M | +23.2% | -17.7% | +40.9% | +23.9% |
| YTD | +91.5% | -27.2% | +118.6% | +94.4% |
| 1Y | +214.8% | -63.0% | +277.8% | +240.4% |
| 3Y | +275.3% | -59.8% | +335.1% | +244.8% |
| 5Y | +211.9% | -55.8% | +267.7% | +147.2% |
| All | +211.9% | -57.7% | +269.6% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling