+2.0%
FISV vs BND
+15.0%
-13.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -2.7% | -1.0% | -1.7% | -2.2% |
| 30D | 0.0% | -1.1% | +1.2% | +0.6% |
| 3M | -2.8% | -1.9% | -0.9% | -1.9% |
| 6M | -11.8% | -1.6% | -10.2% | -11.1% |
| YTD | -23.2% | -1.2% | -22.0% | -22.7% |
| 1Y | -62.0% | -0.7% | -61.2% | -61.7% |
| 3Y | -57.6% | +12.5% | -70.1% | -59.7% |
| 5Y | -53.4% | -2.5% | -50.9% | -53.6% |
| All | +2.0% | +15.0% | -13.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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