+11.0%
XOM vs FISV
-13.8%
+24.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -5.0% | +0.4% |
| 7D | +4.1% | -2.7% | +6.8% | +4.1% |
| 30D | +4.6% | 0.0% | +4.5% | +4.4% |
| 3M | +14.0% | -2.8% | +16.7% | +14.3% |
| 6M | +11.0% | -11.8% | +22.8% | +10.6% |
| All | +11.0% | -13.8% | +24.8% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling