-47.4%
FISV vs BURL
+86.7%
-134.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +25.7% | +4.1% | +21.6% | +25.1% |
| 30D | +38.8% | -9.5% | +48.2% | +40.3% |
| 3M | +16.2% | -33.5% | +49.7% | +21.6% |
| 6M | +12.1% | -22.1% | +34.2% | +14.9% |
| YTD | -6.4% | -14.6% | +8.2% | -5.0% |
| 1Y | +2.0% | -8.4% | +10.4% | +2.6% |
| 3Y | -47.4% | +86.6% | -134.0% | -50.1% |
| All | -47.4% | +86.7% | -134.2% | -50.1% |
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