-52.9%
FISV vs EXE
+182.2%
-235.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +5.8% |
| 7D | -2.7% | -3.1% | +0.5% | -2.1% |
| 30D | 0.0% | -0.9% | +1.0% | +0.1% |
| 3M | -2.8% | +9.6% | -12.3% | -4.6% |
| 6M | -11.8% | -11.6% | -0.2% | -10.1% |
| YTD | -23.2% | -12.6% | -10.7% | -21.7% |
| 1Y | -62.0% | +1.2% | -63.2% | -62.4% |
| 3Y | -57.6% | +18.0% | -75.6% | -59.5% |
| 5Y | -53.4% | +101.1% | -154.5% | -59.3% |
| All | -52.9% | +182.2% | -235.1% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling