-53.1%
FISV vs BTI
+118.0%
-171.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | 0.0% | -1.1% | +1.1% | +0.3% |
| 3M | -2.8% | -8.8% | +6.0% | -0.6% |
| 6M | -11.8% | -4.0% | -7.9% | -11.3% |
| YTD | -23.2% | +0.4% | -23.6% | -24.0% |
| 1Y | -62.0% | +1.9% | -63.9% | -62.6% |
| 3Y | -57.6% | +108.5% | -166.1% | -67.0% |
| All | -53.1% | +118.0% | -171.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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