-41.7%
FISV vs EXE
+165.2%
-206.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +1.4% | +5.3% | -3.9% | +0.5% |
| 30D | +38.4% | -2.2% | +40.6% | +38.9% |
| 3M | +14.9% | -5.9% | +20.8% | +16.0% |
| 6M | +21.8% | -5.7% | +27.5% | +22.7% |
| YTD | -5.0% | -17.8% | +12.8% | -2.2% |
| 1Y | -1.2% | -23.1% | +22.0% | +3.0% |
| 3Y | -47.5% | +21.2% | -68.7% | -50.2% |
| 5Y | -36.7% | +78.8% | -115.6% | -43.9% |
| All | -41.7% | +165.2% | -206.9% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling