+631.5%
XLU vs FISV
+845.0%
-213.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.5% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | -3.3% | 0.0% | -3.3% | -3.5% |
| 3M | -3.2% | -2.8% | -0.4% | -3.2% |
| 6M | -7.0% | -11.8% | +4.9% | -5.5% |
| YTD | +0.6% | -23.2% | +23.8% | +4.9% |
| 1Y | +2.4% | -62.0% | +64.4% | +20.3% |
| 3Y | +46.3% | -57.6% | +103.9% | +63.2% |
| 5Y | +44.0% | -53.4% | +97.4% | +54.7% |
| 10Y | +140.1% | +2.9% | +137.2% | +113.2% |
| All | +631.5% | +845.0% | -213.5% | +309.1% |
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