+5.2%
FISV vs XYZ
+615.2%
-609.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.4% |
| 7D | -1.6% | +2.9% | -4.4% | -2.2% |
| 30D | -3.0% | +1.4% | -4.3% | -3.2% |
| 3M | -3.5% | +14.6% | -18.1% | -6.5% |
| 6M | -19.4% | +20.8% | -40.2% | -22.9% |
| YTD | -24.3% | +23.1% | -47.3% | -28.2% |
| 1Y | -62.4% | +5.6% | -68.0% | -63.1% |
| 3Y | -58.2% | +50.9% | -109.1% | -63.5% |
| 5Y | -56.5% | -68.6% | +12.0% | -51.9% |
| 10Y | -0.5% | +580.0% | -580.5% | -34.1% |
| All | +5.2% | +615.2% | -609.9% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling