-38.8%
FIS vs XRT
+58.7%
-97.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +2.8% | +1.7% | +1.1% | +2.1% |
| 30D | -16.7% | +7.5% | -24.2% | -20.0% |
| 3M | -32.3% | +2.2% | -34.5% | -33.3% |
| 6M | -29.1% | +14.7% | -43.7% | -33.7% |
| YTD | -54.1% | +7.5% | -61.6% | -55.9% |
| 1Y | -53.7% | +14.1% | -67.8% | -56.7% |
| 3Y | -38.8% | +58.8% | -97.6% | -52.8% |
| All | -38.8% | +58.7% | -97.5% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling