+355.6%
FISV vs XME
+246.2%
+109.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.4% |
| 7D | -1.6% | +3.6% | -5.2% | -2.6% |
| 30D | -3.0% | +3.6% | -6.6% | -4.2% |
| 3M | -3.5% | +1.2% | -4.7% | -4.7% |
| 6M | -19.4% | +9.0% | -28.4% | -22.9% |
| YTD | -24.3% | +15.9% | -40.2% | -29.4% |
| 1Y | -62.4% | +43.2% | -105.6% | -67.4% |
| 3Y | -58.2% | +137.4% | -195.5% | -69.8% |
| 5Y | -56.5% | +185.0% | -241.6% | -71.1% |
| 10Y | -0.5% | +409.5% | -410.0% | -48.3% |
| All | +355.6% | +246.2% | +109.5% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling