+2,926.4%
V vs FISV
+344.3%
+2,582.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +2.0% | -2.1% | +4.0% | +2.8% |
| 3M | +17.4% | -5.7% | +23.1% | +19.6% |
| 6M | +17.5% | -15.3% | +32.8% | +25.6% |
| YTD | +7.6% | -21.1% | +28.7% | +18.6% |
| 1Y | +7.7% | -61.1% | +68.8% | +57.5% |
| 3Y | +54.7% | -56.8% | +111.5% | +94.0% |
| 5Y | +73.0% | -54.2% | +127.2% | +103.5% |
| 10Y | +390.9% | +1.6% | +389.3% | +228.7% |
| All | +2,926.4% | +344.3% | +2,582.2% | +643.1% |
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