-37.1%
FISV vs USB
+21.6%
-58.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +35.6% |
| 3M | +16.2% | -6.0% | +22.2% | +18.9% |
| 6M | +12.1% | +7.8% | +4.3% | +8.7% |
| YTD | -6.4% | +14.6% | -21.0% | -11.5% |
| 1Y | +2.0% | +31.8% | -29.7% | -8.6% |
| 3Y | -47.4% | +91.5% | -139.0% | -59.6% |
| All | -37.1% | +21.6% | -58.7% | -43.0% |
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