-55.8%
FISV vs XYL
-15.8%
-40.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -7.2% | -1.2% | -6.0% | -6.9% |
| 30D | -7.2% | -13.2% | +6.0% | -2.5% |
| 3M | -8.2% | -0.2% | -8.0% | -8.3% |
| 6M | -17.7% | -12.5% | -5.2% | -14.2% |
| YTD | -27.2% | -20.9% | -6.3% | -21.6% |
| 1Y | -63.0% | -21.6% | -41.4% | -60.3% |
| 3Y | -59.8% | +16.1% | -75.9% | -64.6% |
| 5Y | -55.8% | -15.6% | -40.2% | -60.8% |
| All | -55.8% | -15.8% | -40.0% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling