+27.6%
FISV vs USB
+82.9%
-55.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | +38.8% | +5.7% | +33.0% | +35.3% |
| 3M | +21.2% | -4.7% | +25.9% | +23.7% |
| 6M | +17.5% | +13.4% | +4.1% | +10.9% |
| YTD | -4.9% | +17.0% | -21.9% | -11.7% |
| 1Y | -0.6% | +32.4% | -32.9% | -12.6% |
| 3Y | -47.4% | +101.7% | -149.1% | -62.5% |
| 5Y | -36.0% | +24.4% | -60.5% | -44.5% |
| All | +27.6% | +82.9% | -55.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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