+668.0%
BE vs FISV
-17.5%
+685.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -6.3% |
| 7D | +10.8% | +1.4% | +9.4% | +10.2% |
| 30D | -19.8% | +38.4% | -58.2% | -29.7% |
| 3M | -18.7% | +14.9% | -33.6% | -23.7% |
| 6M | -33.7% | +21.8% | -55.5% | -41.3% |
| YTD | +121.0% | -5.0% | +126.0% | +114.7% |
| 1Y | +85.4% | -1.2% | +86.6% | +75.9% |
| 3Y | +1,709.5% | -47.5% | +1,757.1% | +1,670.6% |
| 5Y | +462.2% | -36.7% | +498.9% | +364.0% |
| All | +668.0% | -17.5% | +685.5% | +440.3% |
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