+2.0%
FISV vs BB
+1.6%
+0.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.2% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | 0.0% | -12.5% | +12.6% | +1.4% |
| 3M | -2.8% | -17.4% | +14.6% | -1.7% |
| 6M | -11.8% | +119.1% | -131.0% | -20.8% |
| YTD | -23.2% | +102.4% | -125.6% | -30.4% |
| 1Y | -62.0% | +98.2% | -160.2% | -65.6% |
| 3Y | -57.6% | +46.9% | -104.5% | -61.6% |
| 5Y | -53.4% | -26.4% | -27.0% | -55.8% |
| All | +2.0% | +1.6% | +0.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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