-53.1%
FISV vs XRT
-1.7%
-51.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +4.8% |
| 7D | -2.7% | -3.2% | +0.5% | -1.1% |
| 30D | 0.0% | -4.5% | +4.5% | +2.3% |
| 3M | -2.8% | -3.1% | +0.3% | -1.2% |
| 6M | -11.8% | +4.2% | -16.1% | -13.5% |
| YTD | -23.2% | -0.1% | -23.1% | -23.2% |
| 1Y | -62.0% | -3.0% | -58.9% | -61.2% |
| 3Y | -57.6% | +41.8% | -99.4% | -63.9% |
| All | -53.1% | -1.7% | -51.4% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling