+373.1%
FISV vs XHB
+167.3%
+205.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.9% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -3.0% | -9.1% | +6.1% | +1.3% |
| 3M | -3.5% | -2.3% | -1.2% | -3.0% |
| 6M | -19.4% | -4.1% | -15.3% | -18.7% |
| YTD | -24.3% | -1.7% | -22.6% | -24.8% |
| 1Y | -62.4% | -15.1% | -47.3% | -59.8% |
| 3Y | -58.2% | +26.8% | -85.0% | -63.9% |
| 5Y | -56.5% | +37.3% | -93.9% | -64.5% |
| 10Y | -0.5% | +205.7% | -206.2% | -45.1% |
| All | +373.1% | +167.3% | +205.9% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling