-60.0%
FISV vs EXE
+17.8%
-77.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.1% |
| 7D | -6.4% | -2.7% | -3.7% | -5.9% |
| 30D | -6.8% | -0.4% | -6.5% | -6.8% |
| 3M | -10.0% | +9.5% | -19.4% | -11.6% |
| 6M | -20.6% | -9.3% | -11.3% | -19.4% |
| YTD | -27.6% | -10.9% | -16.7% | -26.3% |
| 1Y | -64.3% | +4.3% | -68.6% | -64.9% |
| All | -60.0% | +17.8% | -77.8% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling