+26.3%
FISV vs USB
+92.8%
-66.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +25.7% | 0.0% | +25.7% | +25.7% |
| 30D | +38.8% | +5.8% | +32.9% | +35.3% |
| 3M | +16.2% | -6.0% | +22.2% | +19.3% |
| 6M | +12.1% | +7.8% | +4.3% | +8.2% |
| YTD | -6.4% | +14.6% | -21.0% | -12.3% |
| 1Y | +2.0% | +31.8% | -29.7% | -10.1% |
| 3Y | -47.4% | +91.5% | -139.0% | -61.6% |
| 5Y | -37.3% | +22.0% | -59.4% | -45.1% |
| All | +26.3% | +92.8% | -66.5% | -9.5% |
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