-60.0%
FISV vs XLB
+32.2%
-92.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.3% | -3.7% |
| 7D | -6.4% | -2.9% | -3.5% | -4.7% |
| 30D | -6.8% | -3.4% | -3.5% | -4.9% |
| 3M | -10.0% | +1.6% | -11.6% | -11.0% |
| 6M | -20.6% | +3.6% | -24.3% | -23.0% |
| YTD | -27.6% | +14.2% | -41.8% | -35.1% |
| 1Y | -64.3% | +15.6% | -79.9% | -68.0% |
| All | -60.0% | +32.2% | -92.3% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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