+39.3%
XLC vs FISV
-57.7%
+97.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.7% | -7.2% | +5.5% | -0.1% |
| 30D | +0.2% | -7.2% | +7.4% | +1.7% |
| 3M | +0.7% | -8.2% | +8.9% | +2.1% |
| 6M | -4.5% | -17.7% | +13.2% | -1.1% |
| YTD | -4.7% | -27.2% | +22.4% | +1.0% |
| 1Y | -1.5% | -63.0% | +61.5% | +17.8% |
| 3Y | +72.2% | -59.8% | +132.0% | +77.7% |
| 5Y | +39.3% | -55.8% | +95.1% | +29.0% |
| All | +39.3% | -57.7% | +97.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling