+2.0%
FISV vs USFR
+28.1%
-26.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | 0.0% | +0.4% | -0.3% | -0.3% |
| 3M | -2.8% | +1.0% | -3.8% | -3.6% |
| 6M | -11.8% | +2.0% | -13.8% | -13.2% |
| YTD | -23.2% | +2.8% | -26.0% | -24.9% |
| 1Y | -62.0% | +4.1% | -66.1% | -63.2% |
| 3Y | -57.6% | +14.1% | -71.8% | -61.2% |
| 5Y | -53.4% | +20.6% | -74.0% | -58.8% |
| All | +2.0% | +28.1% | -26.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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