-36.0%
FISV vs BURL
-9.5%
-26.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +38.8% | -4.4% | +43.2% | +39.6% |
| 3M | +21.2% | -28.6% | +49.8% | +27.1% |
| 6M | +17.5% | -12.3% | +29.8% | +19.1% |
| YTD | -4.9% | -11.3% | +6.4% | -3.8% |
| 1Y | -0.6% | -10.4% | +9.9% | +0.1% |
| 3Y | -47.4% | +96.1% | -143.5% | -54.8% |
| 5Y | -36.0% | -5.0% | -31.0% | -39.4% |
| All | -36.0% | -9.5% | -26.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling