-55.8%
FISV vs XME
+167.8%
-223.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.4% |
| 7D | -7.2% | -3.0% | -4.2% | -6.6% |
| 30D | -7.2% | -2.6% | -4.6% | -6.8% |
| 3M | -8.2% | +2.2% | -10.3% | -9.1% |
| 6M | -17.7% | +0.7% | -18.4% | -18.8% |
| YTD | -27.2% | +10.9% | -38.1% | -30.7% |
| 1Y | -63.0% | +35.7% | -98.7% | -67.1% |
| 3Y | -59.8% | +127.1% | -186.9% | -70.6% |
| 5Y | -55.8% | +168.5% | -224.3% | -70.1% |
| All | -55.8% | +167.8% | -223.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling