-53.5%
FISV vs EXE
+192.2%
-245.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.2% |
| 30D | -3.0% | +6.4% | -9.4% | -4.1% |
| 3M | -3.5% | +9.2% | -12.8% | -5.3% |
| 6M | -19.4% | -7.0% | -12.4% | -18.6% |
| YTD | -24.3% | -9.5% | -14.8% | -23.3% |
| 1Y | -62.4% | +6.2% | -68.6% | -63.1% |
| 3Y | -58.2% | +20.7% | -78.9% | -60.2% |
| 5Y | -56.5% | +103.6% | -160.2% | -62.2% |
| All | -53.5% | +192.2% | -245.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling