+179.2%
XLE vs FISV
+26.5%
+152.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.1% |
| 7D | +5.4% | +1.4% | +4.0% | +4.9% |
| 30D | -3.9% | +38.4% | -42.4% | -13.7% |
| 3M | +7.0% | +14.9% | -7.9% | +1.6% |
| 6M | +14.2% | +21.8% | -7.6% | +5.4% |
| YTD | +48.2% | -5.0% | +53.2% | +46.8% |
| 1Y | +47.7% | -1.2% | +48.8% | +44.1% |
| 3Y | +70.0% | -47.5% | +117.5% | +76.5% |
| 5Y | +169.1% | -36.7% | +205.9% | +142.1% |
| All | +179.2% | +26.5% | +152.7% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling