-3.7%
FISV vs XYZ
+19.9%
-23.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +15.3% | -9.1% | +1.8% |
| 7D | +29.6% | +16.5% | +13.1% | +23.7% |
| 30D | +34.5% | +15.0% | +19.5% | +28.8% |
| 3M | +11.2% | +3.5% | +7.7% | +9.4% |
| 6M | -1.2% | +21.9% | -23.1% | -6.8% |
| YTD | -7.6% | +34.6% | -42.3% | -17.1% |
| 1Y | -3.7% | +20.7% | -24.5% | -13.6% |
| All | -3.7% | +19.9% | -23.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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