+374.8%
FISV vs XRT
+514.3%
-139.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.8% |
| 30D | -2.1% | -4.2% | +2.1% | +0.2% |
| 3M | -5.7% | +5.1% | -10.8% | -8.3% |
| 6M | -15.3% | +2.4% | -17.8% | -16.6% |
| YTD | -21.1% | +3.2% | -24.3% | -22.7% |
| 1Y | -61.1% | +1.5% | -62.6% | -61.2% |
| 3Y | -56.8% | +40.6% | -97.4% | -64.7% |
| 5Y | -54.2% | -1.0% | -53.2% | -56.2% |
| 10Y | +1.6% | +128.4% | -126.8% | -46.6% |
| All | +374.8% | +514.3% | -139.5% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling