-35.7%
U vs FISV
-50.5%
+14.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.4% | -0.9% | +2.2% |
| 7D | +5.5% | -2.7% | +8.2% | +6.6% |
| 30D | -1.3% | 0.0% | -1.3% | -1.6% |
| 3M | +64.6% | -2.8% | +67.4% | +64.4% |
| 6M | +119.4% | -11.8% | +131.2% | +128.3% |
| YTD | -0.5% | -23.2% | +22.7% | +10.1% |
| 1Y | +1.3% | -62.0% | +63.3% | +42.6% |
| 3Y | +15.6% | -57.6% | +73.2% | +26.5% |
| 5Y | -67.5% | -53.4% | -14.1% | -68.9% |
| All | -35.7% | -50.5% | +14.8% | -40.8% |
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