+92.7%
USB vs FIS
-53.4%
+146.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -1.5% | -21.2% | +19.7% | +6.4% |
| 30D | +4.3% | -12.1% | +16.4% | +7.0% |
| 3M | -6.1% | -30.6% | +24.5% | +6.9% |
| 6M | +9.4% | -35.5% | +44.9% | +27.4% |
| YTD | +15.2% | -54.4% | +69.5% | +56.6% |
| 1Y | +32.8% | -52.9% | +85.6% | +77.6% |
| 3Y | +91.3% | -38.7% | +130.0% | +118.6% |
| 5Y | +22.7% | -70.4% | +93.1% | +91.3% |
| All | +92.7% | -53.4% | +146.1% | +170.7% |
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