-3.3%
FISV vs XRT
+125.1%
-128.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -7.2% | -3.6% | -3.6% | -5.6% |
| 30D | -7.2% | -6.7% | -0.5% | -4.0% |
| 3M | -8.2% | -1.4% | -6.8% | -7.5% |
| 6M | -17.7% | +1.7% | -19.4% | -18.4% |
| YTD | -27.2% | -1.5% | -25.7% | -26.8% |
| 1Y | -63.0% | -2.5% | -60.5% | -62.3% |
| 3Y | -59.8% | +39.9% | -99.7% | -65.9% |
| 5Y | -55.8% | -2.6% | -53.2% | -56.9% |
| All | -3.3% | +125.1% | -128.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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