+225.7%
XLE vs FISV
-55.8%
+281.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | +12.6% | -3.0% | +15.6% | +12.9% |
| 3M | +11.8% | -3.5% | +15.4% | +12.0% |
| 6M | +16.1% | -19.4% | +35.5% | +18.9% |
| YTD | +46.9% | -24.3% | +71.1% | +51.4% |
| 1Y | +53.3% | -62.4% | +115.6% | +72.5% |
| 3Y | +54.9% | -58.2% | +113.1% | +59.3% |
| 5Y | +225.7% | -56.5% | +282.2% | +236.5% |
| All | +225.7% | -55.8% | +281.5% | +236.5% |
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