-3.3%
FISV vs URA
+361.2%
-364.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | +1.2% |
| 7D | -7.2% | -1.5% | -5.7% | -7.0% |
| 30D | -7.2% | -0.4% | -6.8% | -7.3% |
| 3M | -8.2% | +6.3% | -14.4% | -9.8% |
| 6M | -17.7% | -14.0% | -3.7% | -16.5% |
| YTD | -27.2% | +5.3% | -32.5% | -29.8% |
| 1Y | -63.0% | +11.7% | -74.6% | -65.4% |
| 3Y | -59.8% | +109.8% | -169.6% | -69.2% |
| 5Y | -55.8% | +108.0% | -163.7% | -67.6% |
| All | -3.3% | +361.2% | -364.5% | -52.3% |
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