+7.1%
FISV vs XLRE
+107.7%
-100.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -7.2% | -2.7% | -4.5% | -5.3% |
| 30D | -7.2% | -2.3% | -4.9% | -5.5% |
| 3M | -8.2% | -3.5% | -4.7% | -5.5% |
| 6M | -17.7% | +1.9% | -19.6% | -18.9% |
| YTD | -27.2% | +8.3% | -35.5% | -31.4% |
| 1Y | -63.0% | +6.4% | -69.4% | -64.2% |
| 3Y | -59.8% | +30.2% | -90.0% | -67.0% |
| 5Y | -55.8% | +8.6% | -64.4% | -58.8% |
| 10Y | -2.4% | +87.4% | -89.8% | -38.0% |
| All | +7.1% | +107.7% | -100.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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