+70.3%
XLI vs FISV
-57.6%
+128.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.6% |
| 7D | -1.7% | -2.7% | +1.0% | -1.5% |
| 30D | -7.3% | 0.0% | -7.3% | -7.3% |
| 3M | -1.3% | -2.8% | +1.4% | -1.3% |
| 6M | +2.2% | -11.8% | +14.1% | +3.0% |
| YTD | +11.7% | -23.2% | +34.9% | +13.8% |
| 1Y | +14.3% | -62.0% | +76.3% | +23.7% |
| 3Y | +70.3% | -57.6% | +128.0% | +60.0% |
| All | +70.3% | -57.6% | +128.0% | +60.0% |
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 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