-3.7%
FISV vs XHB
+5.8%
-9.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.4% | +0.8% | +4.8% |
| 7D | +29.6% | +9.7% | +19.9% | +26.3% |
| 30D | +34.5% | +11.7% | +22.8% | +30.3% |
| 3M | +11.2% | -1.4% | +12.6% | +10.6% |
| 6M | -1.2% | +6.8% | -8.0% | -3.7% |
| YTD | -7.6% | +5.5% | -13.1% | -10.4% |
| 1Y | -3.7% | +5.1% | -8.9% | -6.5% |
| All | -3.7% | +5.8% | -9.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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