-47.9%
FISV vs BURL
+94.5%
-142.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | +8.4% | +5.9% | +2.6% | +7.6% |
| 30D | +38.8% | -8.3% | +47.1% | +40.0% |
| 3M | +21.3% | -31.6% | +52.9% | +26.4% |
| 6M | +14.1% | -16.6% | +30.7% | +16.1% |
| YTD | -5.7% | -12.1% | +6.4% | -4.7% |
| 1Y | -0.8% | -10.0% | +9.2% | -0.1% |
| 3Y | -47.9% | +94.3% | -142.2% | -50.7% |
| All | -47.9% | +94.5% | -142.4% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling