+54.9%
XLE vs FISV
-58.7%
+113.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | +12.6% | -3.0% | +15.6% | +12.8% |
| 3M | +11.8% | -3.5% | +15.4% | +12.0% |
| 6M | +16.1% | -19.4% | +35.5% | +17.3% |
| YTD | +46.9% | -24.3% | +71.1% | +48.9% |
| 1Y | +53.3% | -62.4% | +115.6% | +61.8% |
| 3Y | +54.9% | -58.2% | +113.1% | +57.4% |
| All | +54.9% | -58.7% | +113.7% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling