-55.8%
FISV vs UL
+18.7%
-74.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -7.2% | -4.1% | -3.1% | -6.0% |
| 30D | -7.2% | -1.2% | -6.0% | -6.8% |
| 3M | -8.2% | +6.0% | -14.1% | -9.7% |
| 6M | -17.7% | -5.5% | -12.2% | -16.5% |
| YTD | -27.2% | -3.3% | -23.8% | -26.8% |
| 1Y | -63.0% | -9.8% | -53.2% | -61.9% |
| 3Y | -59.8% | +20.1% | -79.9% | -62.4% |
| 5Y | -55.8% | +19.2% | -75.0% | -59.8% |
| All | -55.8% | +18.7% | -74.5% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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