-37.1%
FIS vs XRT
+3.4%
-40.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | -2.2% | -4.2% | +2.0% | -0.3% |
| 3M | +2.1% | +5.1% | -2.9% | +0.4% |
| 6M | -14.7% | +2.4% | -17.1% | -15.0% |
| YTD | -35.7% | +3.2% | -38.9% | -35.9% |
| 1Y | -37.1% | +1.5% | -38.6% | -36.8% |
| All | -37.1% | +3.4% | -40.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling