+357.4%
FISV vs URA
-52.4%
+409.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.0% |
| 7D | +1.4% | -1.5% | +3.0% | +1.7% |
| 30D | +38.4% | -10.4% | +48.9% | +40.9% |
| 3M | +14.9% | -29.6% | +44.6% | +22.1% |
| 6M | +21.8% | -40.3% | +62.1% | +32.4% |
| YTD | -5.0% | -25.5% | +20.4% | -3.1% |
| 1Y | -1.2% | -26.4% | +25.3% | +0.9% |
| 3Y | -47.5% | +31.4% | -79.0% | -55.9% |
| 5Y | -36.7% | +28.6% | -65.3% | -48.4% |
| 10Y | +26.9% | +260.9% | -234.0% | -28.7% |
| All | +357.4% | -52.4% | +409.7% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling