+124.6%
XLP vs FISV
+26.2%
+98.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +0.7% | +25.7% | -25.0% | -4.0% |
| 30D | +10.3% | +38.8% | -28.5% | +3.0% |
| 3M | +6.5% | +16.2% | -9.7% | +2.9% |
| 6M | +8.4% | +12.1% | -3.7% | +5.0% |
| YTD | +18.2% | -6.4% | +24.6% | +18.1% |
| 1Y | +22.4% | +2.0% | +20.4% | +19.9% |
| 3Y | +41.9% | -47.4% | +89.3% | +47.6% |
| 5Y | +40.9% | -37.3% | +78.2% | +35.8% |
| All | +124.6% | +26.2% | +98.4% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling