+2.0%
FISV vs BLDR
+383.3%
-381.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.9% |
| 7D | -2.7% | -8.2% | +5.6% | -0.7% |
| 30D | 0.0% | -16.6% | +16.7% | +4.2% |
| 3M | -2.8% | -23.2% | +20.4% | +2.4% |
| 6M | -11.8% | -33.7% | +21.9% | -4.6% |
| YTD | -23.2% | -41.3% | +18.1% | -15.0% |
| 1Y | -62.0% | -58.8% | -3.2% | -54.2% |
| 3Y | -57.6% | -57.5% | -0.2% | -51.9% |
| 5Y | -53.4% | +12.9% | -66.3% | -60.4% |
| All | +2.0% | +383.3% | -381.4% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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