-55.8%
FISV vs USFR
+20.4%
-76.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -7.2% | +0.3% | -7.5% | -7.0% |
| 3M | -8.2% | +1.0% | -9.1% | -7.7% |
| 6M | -17.7% | +1.9% | -19.6% | -16.7% |
| YTD | -27.2% | +2.7% | -29.8% | -25.9% |
| 1Y | -63.0% | +4.0% | -67.0% | -61.9% |
| 3Y | -59.8% | +14.1% | -73.8% | -42.1% |
| 5Y | -55.8% | +20.5% | -76.3% | -0.1% |
| All | -55.8% | +20.4% | -76.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling