-22.1%
BA vs FISV
-37.5%
+15.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.1% | +25.7% | -24.6% | -4.4% |
| 30D | -7.9% | +38.8% | -46.7% | -15.0% |
| 3M | -25.3% | +16.2% | -41.5% | -28.2% |
| 6M | -24.6% | +12.1% | -36.7% | -27.4% |
| YTD | -20.1% | -6.4% | -13.7% | -20.0% |
| 1Y | -11.8% | +2.0% | -13.8% | -13.8% |
| 3Y | -10.1% | -47.4% | +37.3% | -11.3% |
| All | -22.1% | -37.5% | +15.4% | -35.5% |
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