+26.4%
FISV vs USB
+94.3%
-67.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.1% |
| 7D | +22.3% | +0.8% | +21.6% | +21.8% |
| 30D | +39.2% | +6.8% | +32.4% | +35.1% |
| 3M | +21.2% | -3.8% | +25.0% | +23.1% |
| 6M | +14.5% | +11.7% | +2.8% | +8.8% |
| YTD | -5.4% | +17.5% | -22.9% | -12.4% |
| 1Y | -0.3% | +33.8% | -34.0% | -12.8% |
| 3Y | -46.8% | +104.2% | -151.0% | -62.2% |
| 5Y | -36.2% | +26.4% | -62.7% | -45.0% |
| 10Y | +26.4% | +89.2% | -62.8% | -10.3% |
| All | +26.4% | +94.3% | -67.9% | -10.3% |
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