+471.4%
FISV vs XRT
+539.9%
-68.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +1.4% | +1.7% | -0.3% | +0.5% |
| 30D | +38.4% | +7.5% | +30.9% | +33.0% |
| 3M | +14.9% | +2.2% | +12.7% | +13.5% |
| 6M | +21.8% | +14.7% | +7.1% | +12.9% |
| YTD | -5.0% | +7.5% | -12.5% | -9.0% |
| 1Y | -1.2% | +14.1% | -15.3% | -8.3% |
| 3Y | -47.5% | +58.8% | -106.3% | -59.8% |
| 5Y | -36.7% | -3.9% | -32.8% | -38.4% |
| 10Y | +26.9% | +137.7% | -110.8% | -34.8% |
| All | +471.4% | +539.9% | -68.5% | +45.7% |
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 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