+99.4%
XBI vs FISV
-57.6%
+157.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.9% |
| 7D | -4.6% | -2.7% | -2.0% | -4.4% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | +17.8% | -2.8% | +20.6% | +17.7% |
| 6M | +23.7% | -11.8% | +35.5% | +24.8% |
| YTD | +28.2% | -23.2% | +51.4% | +31.0% |
| 1Y | +64.0% | -62.0% | +126.0% | +78.6% |
| 3Y | +99.4% | -57.6% | +157.0% | +64.1% |
| All | +99.4% | -57.6% | +157.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 3y: compounded portfolio wealth divided by compounded FISV 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…
3y analysis · Full analysis span regression · 6 months rolling