+2.0%
FISV vs BG
+166.7%
-164.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.2% | +5.8% |
| 7D | -2.7% | +3.1% | -5.8% | -3.4% |
| 30D | 0.0% | +10.2% | -10.2% | -2.4% |
| 3M | -2.8% | -1.7% | -1.1% | -2.9% |
| 6M | -11.8% | +1.0% | -12.8% | -12.8% |
| YTD | -23.2% | +39.9% | -63.1% | -30.3% |
| 1Y | -62.0% | +53.2% | -115.2% | -66.4% |
| 3Y | -57.6% | +16.3% | -73.9% | -60.3% |
| 5Y | -53.4% | +83.9% | -137.3% | -63.2% |
| All | +2.0% | +166.7% | -164.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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