+27.4%
FISV vs BURL
+232.1%
-204.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +4.5% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +38.4% | -7.7% | +46.2% | +40.9% |
| 3M | +14.9% | -31.7% | +46.6% | +25.0% |
| 6M | +21.8% | -15.2% | +36.9% | +25.3% |
| YTD | -5.0% | -15.9% | +10.9% | -2.4% |
| 1Y | -1.2% | -14.2% | +13.0% | +0.6% |
| 3Y | -47.5% | +93.5% | -141.0% | -58.8% |
| 5Y | -36.7% | -9.9% | -26.8% | -41.4% |
| All | +27.4% | +232.1% | -204.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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