-3.8%
FISV vs URI
+1,287.3%
-1,291.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.7% | -4.7% |
| 7D | -6.4% | +5.0% | -11.4% | -7.6% |
| 30D | -6.8% | -9.4% | +2.6% | -4.6% |
| 3M | -10.0% | -5.8% | -4.1% | -9.2% |
| 6M | -20.6% | +25.8% | -46.5% | -26.9% |
| YTD | -27.6% | +27.9% | -55.5% | -34.0% |
| 1Y | -64.3% | +9.7% | -74.1% | -66.1% |
| 3Y | -60.0% | +128.0% | -188.0% | -70.6% |
| 5Y | -57.7% | +212.4% | -270.1% | -72.5% |
| All | -3.8% | +1,287.3% | -1,291.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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