+83.2%
FISV vs USFR
+27.6%
+55.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -3.0% | +0.3% | -3.3% | -3.1% |
| 3M | -3.5% | +1.0% | -4.5% | -3.9% |
| 6M | -19.4% | +1.9% | -21.3% | -19.9% |
| YTD | -24.3% | +2.7% | -26.9% | -25.0% |
| 1Y | -62.4% | +4.0% | -66.4% | -62.9% |
| 3Y | -58.2% | +14.0% | -72.2% | -60.0% |
| 5Y | -56.5% | +20.4% | -76.9% | -59.1% |
| 10Y | -0.5% | +28.1% | -28.6% | -7.8% |
| All | +83.2% | +27.6% | +55.6% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling