+59.7%
XOM vs FISV
-59.8%
+119.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +1.9% | -7.2% | +9.1% | +2.1% |
| 30D | +4.1% | -7.2% | +11.3% | +4.2% |
| 3M | +10.4% | -8.2% | +18.6% | +10.6% |
| 6M | +13.0% | -17.7% | +30.7% | +13.5% |
| YTD | +40.1% | -27.2% | +67.2% | +41.2% |
| 1Y | +51.1% | -63.0% | +114.1% | +55.2% |
| All | +59.7% | -59.8% | +119.5% | +57.3% |
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