-3.3%
FISV vs EXC
+159.4%
-162.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -7.2% | -1.6% | -5.6% | -6.5% |
| 30D | -7.2% | -2.4% | -4.8% | -6.2% |
| 3M | -8.2% | -4.0% | -4.2% | -6.5% |
| 6M | -17.7% | -9.8% | -7.9% | -14.0% |
| YTD | -27.2% | +2.3% | -29.5% | -28.9% |
| 1Y | -63.0% | +3.8% | -66.8% | -64.0% |
| 3Y | -59.8% | +19.7% | -79.5% | -64.3% |
| 5Y | -55.8% | +45.6% | -101.4% | -65.7% |
| All | -3.3% | +159.4% | -162.6% | -41.3% |
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