+2.2%
FISV vs USB
+107.5%
-105.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.3% | +1.4% | -1.8% | -1.0% |
| 30D | -2.1% | -1.3% | -0.7% | -1.5% |
| 3M | -5.7% | +15.2% | -21.0% | -11.5% |
| 6M | -15.3% | +18.8% | -34.2% | -21.7% |
| YTD | -21.1% | +21.0% | -42.1% | -27.8% |
| 1Y | -61.1% | +34.0% | -95.1% | -65.8% |
| 3Y | -56.8% | +95.3% | -152.2% | -68.9% |
| 5Y | -54.2% | +40.4% | -94.5% | -62.4% |
| All | +2.2% | +107.5% | -105.3% | -35.4% |
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