-55.3%
FIS vs XRT
+163.3%
-218.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.0% | -3.0% |
| 7D | -29.4% | +2.5% | -31.9% | -30.8% |
| 30D | -16.7% | +10.3% | -27.1% | -21.2% |
| 3M | -33.0% | +2.4% | -35.3% | -34.2% |
| 6M | -33.3% | +10.0% | -43.3% | -36.8% |
| YTD | -56.0% | +9.5% | -65.5% | -58.3% |
| 1Y | -54.6% | +17.2% | -71.7% | -58.3% |
| 3Y | -40.6% | +62.0% | -102.6% | -53.9% |
| 5Y | -71.9% | -2.1% | -69.8% | -73.3% |
| 10Y | -55.3% | +152.6% | -207.9% | -77.6% |
| All | -55.3% | +163.3% | -218.6% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling