-2.0%
XLC vs FISV
-61.2%
+59.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.6% |
| 7D | +0.5% | -2.7% | +3.2% | +0.7% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +0.7% | -2.8% | +3.5% | +0.7% |
| 6M | -3.2% | -11.8% | +8.6% | -2.7% |
| YTD | -3.8% | -23.2% | +19.4% | -2.9% |
| 1Y | -2.0% | -62.0% | +60.0% | -0.4% |
| All | -2.0% | -61.2% | +59.2% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling