-51.6%
FISV vs EXE
+191.4%
-242.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | -2.1% | +8.5% | -10.5% | -3.6% |
| 3M | -5.7% | +5.5% | -11.2% | -6.8% |
| 6M | -15.3% | -5.9% | -9.4% | -14.6% |
| YTD | -21.1% | -9.7% | -11.4% | -20.0% |
| 1Y | -61.1% | +3.6% | -64.7% | -61.6% |
| 3Y | -56.8% | +18.0% | -74.9% | -58.8% |
| 5Y | -54.2% | +109.4% | -163.6% | -60.2% |
| All | -51.6% | +191.4% | -242.9% | -59.1% |
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