+11,131.7%
FISV vs EXC
+2,353.7%
+8,778.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.1% | -3.7% | +1.7% | -0.8% |
| 3M | -5.7% | -1.3% | -4.5% | -5.4% |
| 6M | -15.3% | -9.7% | -5.6% | -12.7% |
| YTD | -21.1% | +2.9% | -24.0% | -22.4% |
| 1Y | -61.1% | +4.4% | -65.5% | -61.9% |
| 3Y | -56.8% | +22.2% | -79.1% | -60.4% |
| 5Y | -54.2% | +46.7% | -100.9% | -60.7% |
| 10Y | +1.6% | +155.3% | -153.8% | -27.6% |
| All | +11,131.7% | +2,353.7% | +8,778.0% | +5,046.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling