-57.3%
FISV vs BTDR
+23.3%
-80.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.7% | -4.3% |
| 7D | -6.4% | +14.8% | -21.2% | -6.7% |
| 30D | -6.8% | +41.8% | -48.6% | -7.7% |
| 3M | -10.0% | -29.2% | +19.2% | -9.4% |
| 6M | -20.6% | +66.2% | -86.8% | -22.5% |
| YTD | -27.6% | +10.0% | -37.6% | -28.6% |
| 1Y | -64.3% | -11.0% | -53.4% | -64.7% |
| 3Y | -60.0% | +6.9% | -66.9% | -61.6% |
| 5Y | -57.7% | +24.7% | -82.4% | -60.1% |
| All | -57.3% | +23.3% | -80.6% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling