+998.7%
XLE vs FISV
+1,060.1%
-61.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -6.7% | +8.4% | -15.1% | -9.2% |
| 30D | -4.4% | +38.8% | -43.2% | -14.2% |
| 3M | +4.0% | +21.3% | -17.3% | -3.2% |
| 6M | +13.2% | +14.1% | -1.0% | +6.5% |
| YTD | +41.9% | -5.7% | +47.6% | +40.3% |
| 1Y | +41.6% | -0.8% | +42.4% | +37.6% |
| 3Y | +64.0% | -47.9% | +111.9% | +78.1% |
| 5Y | +158.1% | -36.8% | +194.9% | +157.1% |
| 10Y | +163.9% | +26.9% | +137.1% | +110.7% |
| All | +998.7% | +1,060.1% | -61.3% | +397.0% |
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