-3.7%
FISV vs XME
+5.2%
-8.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.3% | +6.2% |
| 7D | +29.6% | -5.5% | +35.1% | +29.2% |
| 30D | +34.5% | -11.1% | +45.6% | +33.8% |
| 3M | +11.2% | -11.1% | +22.4% | +10.7% |
| 6M | -1.2% | -18.0% | +16.8% | -1.2% |
| YTD | -7.6% | -7.4% | -0.2% | -11.4% |
| 1Y | -3.7% | +6.7% | -10.4% | -13.0% |
| All | -3.7% | +5.2% | -8.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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