+41.2%
USB vs FIS
-62.1%
+103.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | +1.4% | +1.1% | +0.4% | +1.1% |
| 30D | -1.3% | -2.2% | +0.9% | -0.7% |
| 3M | +15.2% | +2.1% | +13.1% | +13.6% |
| 6M | +18.8% | -14.7% | +33.5% | +24.3% |
| YTD | +21.0% | -35.7% | +56.7% | +40.7% |
| 1Y | +34.0% | -37.1% | +71.1% | +56.8% |
| 3Y | +95.3% | -20.0% | +115.3% | +104.9% |
| All | +41.2% | -62.1% | +103.3% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling