+2.0%
FISV vs XYL
+150.5%
-148.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.2% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | 0.0% | -11.9% | +12.0% | +5.6% |
| 3M | -2.8% | -1.5% | -1.2% | -2.4% |
| 6M | -11.8% | -11.9% | +0.1% | -7.6% |
| YTD | -23.2% | -20.6% | -2.6% | -16.2% |
| 1Y | -62.0% | -23.5% | -38.5% | -58.1% |
| 3Y | -57.6% | +14.9% | -72.5% | -62.5% |
| 5Y | -53.4% | -15.3% | -38.1% | -53.5% |
| All | +2.0% | +150.5% | -148.5% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling