+23.3%
BA vs FISV
+26.5%
-3.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.7% |
| 7D | -1.1% | +1.4% | -2.5% | -1.8% |
| 30D | -7.1% | +38.4% | -45.6% | -20.4% |
| 3M | -25.5% | +14.9% | -40.5% | -30.8% |
| 6M | -28.7% | +21.8% | -50.5% | -36.7% |
| YTD | -21.0% | -5.0% | -16.0% | -22.1% |
| 1Y | -11.9% | -1.2% | -10.7% | -15.0% |
| 3Y | -16.2% | -47.5% | +31.4% | -10.8% |
| 5Y | -22.4% | -36.7% | +14.4% | -31.2% |
| All | +23.3% | +26.5% | -3.2% | -13.6% |
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