-61.9%
FISV vs USAR
+58.5%
-120.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.5% |
| 7D | -7.2% | -9.3% | +2.1% | -7.4% |
| 30D | -7.2% | -15.2% | +8.0% | -7.5% |
| 3M | -8.2% | -21.1% | +12.9% | -8.4% |
| 6M | -17.7% | -21.6% | +3.9% | -17.9% |
| YTD | -27.2% | +34.8% | -61.9% | -26.4% |
| 1Y | -63.0% | +15.6% | -78.6% | -62.3% |
| 3Y | -59.8% | +57.7% | -117.5% | -55.6% |
| All | -61.9% | +58.5% | -120.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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