-3.7%
FISV vs XYL
-30.7%
+27.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.0% | +1.3% | +5.2% |
| 7D | +29.6% | +14.5% | +15.1% | +26.3% |
| 30D | +34.5% | -1.3% | +35.8% | +34.2% |
| 3M | +11.2% | -17.0% | +28.2% | +14.4% |
| 6M | -1.2% | -11.3% | +10.1% | +0.8% |
| YTD | -7.6% | -25.0% | +17.3% | -5.1% |
| 1Y | -3.7% | -31.5% | +27.8% | +6.6% |
| All | -3.7% | -30.7% | +27.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling