-47.4%
FISV vs USB
+89.5%
-136.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +35.4% |
| 3M | +16.2% | -6.0% | +22.2% | +19.1% |
| 6M | +12.1% | +7.8% | +4.3% | +8.5% |
| YTD | -6.4% | +14.6% | -21.0% | -11.7% |
| 1Y | +2.0% | +31.8% | -29.7% | -9.0% |
| 3Y | -47.4% | +91.5% | -139.0% | -56.7% |
| All | -47.4% | +89.5% | -136.9% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling