-61.1%
FISV vs URA
+17.2%
-78.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.3% |
| 30D | -2.1% | +7.4% | -9.4% | -1.4% |
| 3M | -5.7% | -8.4% | +2.6% | -5.5% |
| 6M | -15.3% | -12.7% | -2.6% | -15.5% |
| YTD | -21.1% | +7.8% | -28.9% | -19.3% |
| 1Y | -61.1% | +19.5% | -80.5% | -60.5% |
| All | -61.1% | +17.2% | -78.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling