+40.7%
XLC vs FISV
-36.7%
+77.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.3% |
| 7D | +3.7% | +1.4% | +2.3% | +3.4% |
| 30D | -1.9% | +38.4% | -40.4% | -8.8% |
| 3M | -3.1% | +14.9% | -18.0% | -6.3% |
| 6M | -6.4% | +21.8% | -28.1% | -11.0% |
| YTD | -6.8% | -5.0% | -1.8% | -6.9% |
| 1Y | -1.7% | -1.2% | -0.5% | -2.8% |
| 3Y | +64.7% | -47.5% | +112.2% | +57.2% |
| All | +40.7% | -36.7% | +77.4% | +16.8% |
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