+108.3%
FISV vs BURL
+1,051.1%
-942.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | -2.1% | -28.2% | +26.1% | +5.1% |
| 3M | -5.7% | -17.6% | +11.8% | -2.0% |
| 6M | -15.3% | -11.8% | -3.6% | -13.7% |
| YTD | -21.1% | -8.1% | -13.0% | -20.4% |
| 1Y | -61.1% | -12.0% | -49.1% | -60.8% |
| 3Y | -56.8% | +63.3% | -120.1% | -63.8% |
| 5Y | -54.2% | -10.8% | -43.4% | -57.1% |
| 10Y | +1.6% | +215.9% | -214.3% | -29.7% |
| All | +108.3% | +1,051.1% | -942.8% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling