+76.8%
V vs FISV
-47.8%
+124.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.8% | +8.4% | -7.6% | -0.6% |
| 30D | +9.9% | +38.8% | -28.8% | +3.6% |
| 3M | +17.5% | +21.3% | -3.8% | +13.2% |
| 6M | +33.5% | +14.1% | +19.3% | +29.4% |
| YTD | +21.6% | -5.7% | +27.3% | +21.1% |
| 1Y | +27.6% | -0.8% | +28.3% | +26.2% |
| All | +76.8% | -47.8% | +124.6% | +72.8% |
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 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