+261.4%
FISV vs XYL
+466.0%
-204.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -5.2% |
| 7D | -1.6% | +1.8% | -3.4% | -2.4% |
| 30D | -3.0% | -9.2% | +6.3% | +0.9% |
| 3M | -3.5% | -0.3% | -3.3% | -3.7% |
| 6M | -19.4% | -11.0% | -8.4% | -16.1% |
| YTD | -24.3% | -19.2% | -5.1% | -18.3% |
| 1Y | -62.4% | -21.2% | -41.2% | -59.2% |
| 3Y | -58.2% | +18.6% | -76.8% | -62.9% |
| 5Y | -56.5% | -14.3% | -42.2% | -56.7% |
| 10Y | -0.5% | +141.0% | -141.6% | -37.1% |
| All | +261.4% | +466.0% | -204.6% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling