-58.2%
FISV vs EXC
+21.1%
-79.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | -3.0% | -2.7% | -0.2% | -2.4% |
| 3M | -3.5% | -1.0% | -2.6% | -3.3% |
| 6M | -19.4% | -9.3% | -10.1% | -17.8% |
| YTD | -24.3% | +3.6% | -27.9% | -25.5% |
| 1Y | -62.4% | +5.9% | -68.3% | -63.0% |
| 3Y | -58.2% | +21.3% | -79.5% | -60.0% |
| All | -58.2% | +21.1% | -79.2% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling