+181.3%
XLE vs FISV
-4.3%
+185.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.2% | +2.2% |
| 7D | +0.3% | -6.4% | +6.7% | +2.3% |
| 30D | +8.5% | -6.8% | +15.4% | +10.6% |
| 3M | +14.6% | -10.0% | +24.6% | +17.4% |
| 6M | +17.6% | -20.6% | +38.2% | +24.5% |
| YTD | +48.1% | -27.6% | +75.7% | +60.8% |
| 1Y | +53.8% | -64.3% | +118.1% | +102.8% |
| 3Y | +56.2% | -60.0% | +116.2% | +77.6% |
| 5Y | +227.7% | -57.7% | +285.4% | +249.5% |
| 10Y | +181.3% | -3.0% | +184.3% | +115.8% |
| All | +181.3% | -4.3% | +185.6% | +115.8% |
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 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