-53.1%
FISV vs BTDR
+20.7%
-73.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +5.3% |
| 7D | -2.7% | -3.4% | +0.7% | -2.6% |
| 30D | 0.0% | +32.6% | -32.6% | -0.7% |
| 3M | -2.8% | -32.2% | +29.4% | -2.1% |
| 6M | -11.8% | +52.4% | -64.2% | -13.7% |
| YTD | -23.2% | +6.7% | -29.9% | -24.2% |
| 1Y | -62.0% | -15.2% | -46.8% | -62.4% |
| 3Y | -57.6% | +14.9% | -72.5% | -59.3% |
| All | -53.1% | +20.7% | -73.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling