+91.7%
USB vs FIS
-54.4%
+146.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | 0.0% | -25.5% | +25.5% | +10.7% |
| 30D | +5.8% | -15.1% | +20.9% | +10.3% |
| 3M | -6.0% | -32.1% | +26.2% | +8.0% |
| 6M | +7.8% | -36.1% | +43.8% | +25.8% |
| YTD | +14.6% | -55.4% | +70.0% | +57.3% |
| 1Y | +31.8% | -53.9% | +85.7% | +77.8% |
| 3Y | +91.5% | -39.8% | +131.3% | +120.5% |
| 5Y | +22.0% | -71.1% | +93.1% | +92.2% |
| All | +91.7% | -54.4% | +146.1% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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