-58.2%
FISV vs URI
+126.5%
-184.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | -3.0% | -12.5% | +9.6% | -1.5% |
| 3M | -3.5% | -6.2% | +2.7% | -3.1% |
| 6M | -19.4% | +25.9% | -45.3% | -22.8% |
| YTD | -24.3% | +26.2% | -50.5% | -27.8% |
| 1Y | -62.4% | +5.5% | -67.9% | -63.1% |
| 3Y | -58.2% | +125.0% | -183.1% | -65.0% |
| All | -58.2% | +126.5% | -184.6% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling