+2.0%
FISV vs XHB
+215.4%
-213.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.6% |
| 7D | -2.7% | -4.6% | +2.0% | -0.2% |
| 30D | 0.0% | -9.1% | +9.2% | +5.1% |
| 3M | -2.8% | -8.6% | +5.8% | +1.3% |
| 6M | -11.8% | -4.0% | -7.8% | -11.2% |
| YTD | -23.2% | -3.9% | -19.3% | -23.1% |
| 1Y | -62.0% | -16.5% | -45.5% | -58.6% |
| 3Y | -57.6% | +22.6% | -80.2% | -64.2% |
| 5Y | -53.4% | +33.9% | -87.3% | -63.6% |
| All | +2.0% | +215.4% | -213.4% | -55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling