+2.0%
FISV vs XYZ
+610.4%
-608.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -2.7% | -4.3% | +1.6% | -1.7% |
| 30D | 0.0% | +1.2% | -1.1% | -0.2% |
| 3M | -2.8% | +14.6% | -17.4% | -6.0% |
| 6M | -11.8% | +22.6% | -34.4% | -16.2% |
| YTD | -23.2% | +21.7% | -44.9% | -27.2% |
| 1Y | -62.0% | +6.7% | -68.7% | -62.8% |
| 3Y | -57.6% | +46.8% | -104.5% | -63.3% |
| 5Y | -53.4% | -68.0% | +14.7% | -47.7% |
| All | +2.0% | +610.4% | -608.4% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling