-55.0%
FIS vs XRT
+16.2%
-71.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.0% | -2.3% |
| 7D | -29.4% | +2.5% | -31.9% | -29.8% |
| 30D | -16.7% | +10.3% | -27.1% | -20.5% |
| 3M | -33.0% | +2.4% | -35.3% | -33.5% |
| 6M | -33.3% | +10.0% | -43.3% | -35.7% |
| YTD | -56.0% | +9.5% | -65.5% | -56.9% |
| All | -55.0% | +16.2% | -71.2% | -57.3% |
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