-37.5%
U vs FISV
-51.2%
+13.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.7% | +4.3% |
| 7D | +4.5% | -1.6% | +6.0% | +5.1% |
| 30D | -0.6% | -3.0% | +2.4% | +0.4% |
| 3M | +48.4% | -3.5% | +52.0% | +48.8% |
| 6M | +115.4% | -19.4% | +134.8% | +133.2% |
| YTD | -3.2% | -24.3% | +21.1% | +7.8% |
| 1Y | -6.0% | -62.4% | +56.3% | +32.9% |
| 3Y | +13.5% | -58.2% | +71.6% | +24.9% |
| 5Y | -68.0% | -56.5% | -11.5% | -68.9% |
| All | -37.5% | -51.2% | +13.7% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling