+74.6%
BA vs FISV
-4.3%
+78.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.1% |
| 7D | -1.2% | -6.4% | +5.2% | +1.8% |
| 30D | -11.3% | -6.8% | -4.5% | -8.7% |
| 3M | -3.8% | -10.0% | +6.2% | -0.6% |
| 6M | -8.3% | -20.6% | +12.4% | -0.3% |
| YTD | -4.9% | -27.6% | +22.6% | +6.9% |
| 1Y | -10.1% | -64.3% | +54.3% | +33.7% |
| 3Y | -2.3% | -60.0% | +57.7% | +18.4% |
| 5Y | -3.5% | -57.7% | +54.2% | +7.9% |
| 10Y | +74.6% | -3.0% | +77.5% | +28.1% |
| All | +74.6% | -4.3% | +78.9% | +28.1% |
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 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