+2.0%
FISV vs XME
+421.4%
-419.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.7% |
| 7D | -2.7% | -4.2% | +1.5% | -1.5% |
| 30D | 0.0% | -2.7% | +2.7% | +0.6% |
| 3M | -2.8% | -3.9% | +1.1% | -2.4% |
| 6M | -11.8% | -1.0% | -10.9% | -13.1% |
| YTD | -23.2% | +9.8% | -33.0% | -27.7% |
| 1Y | -62.0% | +32.5% | -94.5% | -66.7% |
| 3Y | -57.6% | +124.3% | -182.0% | -70.1% |
| 5Y | -53.4% | +165.8% | -219.2% | -70.2% |
| All | +2.0% | +421.4% | -419.4% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling