-37.4%
FISV vs USB
+25.1%
-62.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +1.4% | +2.6% | -1.2% | +0.4% |
| 30D | +38.4% | +8.4% | +30.0% | +34.1% |
| 3M | +14.9% | -5.5% | +20.5% | +17.4% |
| 6M | +21.8% | +17.7% | +4.1% | +14.1% |
| YTD | -5.0% | +17.6% | -22.6% | -11.1% |
| 1Y | -1.2% | +33.9% | -35.0% | -12.0% |
| 3Y | -47.5% | +103.8% | -151.4% | -60.6% |
| All | -37.4% | +25.1% | -62.4% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling