+33.6%
XLY vs FISV
-57.6%
+91.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.1% |
| 7D | -1.7% | -2.7% | +1.0% | -1.4% |
| 30D | -4.2% | 0.0% | -4.2% | -4.3% |
| 3M | -2.7% | -2.8% | +0.1% | -2.6% |
| 6M | -0.6% | -11.8% | +11.2% | +0.6% |
| YTD | -5.0% | -23.2% | +18.2% | -2.0% |
| 1Y | -4.1% | -62.0% | +57.9% | +7.6% |
| 3Y | +33.6% | -57.6% | +91.2% | +26.4% |
| All | +33.6% | -57.6% | +91.2% | +26.4% |
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 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