-57.7%
FISV vs URA
+132.7%
-190.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.2% |
| 7D | -6.4% | +5.7% | -12.1% | -6.9% |
| 30D | -6.8% | +5.6% | -12.4% | -7.4% |
| 3M | -10.0% | +6.2% | -16.2% | -10.8% |
| 6M | -20.6% | -8.2% | -12.4% | -20.4% |
| YTD | -27.6% | +9.7% | -37.2% | -29.6% |
| 1Y | -64.3% | +17.0% | -81.3% | -66.2% |
| 3Y | -60.0% | +118.5% | -178.5% | -67.7% |
| 5Y | -57.7% | +134.3% | -192.0% | -67.0% |
| All | -57.7% | +132.7% | -190.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling