-63.0%
FISV vs USAR
+12.3%
-75.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.6% |
| 7D | -7.2% | -9.3% | +2.1% | -7.2% |
| 30D | -7.2% | -15.2% | +8.0% | -7.2% |
| 3M | -8.2% | -21.1% | +12.9% | -8.1% |
| 6M | -17.7% | -21.6% | +3.9% | -18.4% |
| YTD | -27.2% | +34.8% | -61.9% | -29.3% |
| 1Y | -63.0% | +15.6% | -78.6% | -63.8% |
| All | -63.0% | +12.3% | -75.3% | -63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling