-39.8%
FIS vs XRT
+49.6%
-89.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -25.5% | +0.9% | -26.4% | -26.3% |
| 30D | -15.1% | +7.9% | -23.0% | -18.6% |
| 3M | -32.1% | -0.2% | -31.9% | -32.5% |
| 6M | -36.1% | +5.6% | -41.6% | -38.0% |
| YTD | -55.4% | +5.7% | -61.1% | -56.8% |
| 1Y | -53.9% | +14.6% | -68.5% | -56.9% |
| 3Y | -39.8% | +50.7% | -90.4% | -51.8% |
| All | -39.8% | +49.6% | -89.3% | -51.8% |
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