+559.4%
USB vs FIS
+374.5%
+184.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.2% |
| 7D | +1.4% | +1.1% | +0.4% | +1.0% |
| 30D | -1.3% | -2.2% | +0.9% | -0.5% |
| 3M | +15.2% | +2.1% | +13.1% | +13.2% |
| 6M | +18.8% | -14.7% | +33.5% | +25.4% |
| YTD | +21.0% | -35.7% | +56.7% | +44.7% |
| 1Y | +34.0% | -37.1% | +71.1% | +61.3% |
| 3Y | +95.3% | -20.0% | +115.3% | +106.9% |
| 5Y | +40.4% | -62.1% | +102.5% | +98.2% |
| 10Y | +107.3% | -37.4% | +144.7% | +129.8% |
| All | +559.4% | +374.5% | +184.9% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling