+69.7%
V vs FISV
-57.9%
+127.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.9% |
| 7D | -2.9% | -6.4% | +3.5% | -1.1% |
| 30D | +1.9% | -6.8% | +8.7% | +3.8% |
| 3M | +13.2% | -10.0% | +23.2% | +16.1% |
| 6M | +16.7% | -20.6% | +37.4% | +23.6% |
| YTD | +5.4% | -27.6% | +33.0% | +14.3% |
| 1Y | +7.7% | -64.3% | +72.0% | +38.2% |
| 3Y | +52.0% | -60.0% | +112.0% | +62.6% |
| All | +69.7% | -57.9% | +127.6% | +66.2% |
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