+27.4%
FISV vs EXC
+205.3%
-177.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.1% |
| 7D | +1.4% | +1.4% | +0.1% | +0.8% |
| 30D | +38.4% | +8.6% | +29.9% | +32.9% |
| 3M | +14.9% | +2.4% | +12.5% | +13.4% |
| 6M | +21.8% | +6.5% | +15.3% | +17.6% |
| YTD | -5.0% | +9.0% | -14.1% | -10.3% |
| 1Y | -1.2% | +4.6% | -5.7% | -4.8% |
| 3Y | -47.5% | +33.5% | -81.0% | -56.1% |
| 5Y | -36.7% | +41.4% | -78.1% | -50.0% |
| All | +27.4% | +205.3% | -177.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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