+22.9%
FISV vs URA
+272.2%
-249.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -3.1% |
| 7D | -2.0% | +4.5% | -6.4% | -2.7% |
| 30D | +31.8% | -13.4% | +45.2% | +34.6% |
| 3M | +19.3% | -28.4% | +47.7% | +25.4% |
| 6M | +12.1% | -40.5% | +52.5% | +20.9% |
| YTD | -8.4% | -24.3% | +15.8% | -7.3% |
| 1Y | -4.5% | -28.8% | +24.4% | -2.3% |
| 3Y | -49.4% | +37.6% | -87.0% | -58.2% |
| 5Y | -39.0% | +30.7% | -69.7% | -50.8% |
| All | +22.9% | +272.2% | -249.4% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling