+1,024.7%
XLE vs FISV
+871.0%
+153.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +11.8% | -2.1% | +13.8% | +12.2% |
| 3M | +9.8% | -5.7% | +15.6% | +10.9% |
| 6M | +15.6% | -15.3% | +30.9% | +19.9% |
| YTD | +45.3% | -21.1% | +66.4% | +53.1% |
| 1Y | +48.3% | -61.1% | +109.4% | +85.5% |
| 3Y | +55.4% | -56.8% | +112.3% | +80.4% |
| 5Y | +216.1% | -54.2% | +270.3% | +252.4% |
| 10Y | +178.4% | +1.6% | +176.8% | +140.2% |
| All | +1,024.7% | +871.0% | +153.7% | +442.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling