+141.7%
FISV vs BURL
+992.7%
-851.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.0% | -3.4% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +31.8% | -4.3% | +36.1% | +33.1% |
| 3M | +19.3% | -28.8% | +48.1% | +28.0% |
| 6M | +12.1% | -12.8% | +24.9% | +14.5% |
| YTD | -8.4% | -12.8% | +4.4% | -6.8% |
| 1Y | -4.5% | -12.3% | +7.8% | -3.3% |
| 3Y | -49.4% | +92.7% | -142.1% | -59.3% |
| 5Y | -39.0% | -6.5% | -32.5% | -43.8% |
| 10Y | +22.3% | +245.7% | -223.4% | -16.3% |
| All | +141.7% | +992.7% | -851.0% | +49.1% |
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 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