-0.5%
FISV vs EXPD
+308.0%
-308.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | -1.6% | -0.9% | -0.6% | -1.2% |
| 30D | -3.0% | +4.1% | -7.0% | -4.5% |
| 3M | -3.5% | +13.8% | -17.3% | -8.5% |
| 6M | -19.4% | +27.3% | -46.7% | -27.5% |
| YTD | -24.3% | +25.4% | -49.7% | -31.9% |
| 1Y | -62.4% | +54.4% | -116.8% | -69.1% |
| 3Y | -58.2% | +67.9% | -126.1% | -67.9% |
| 5Y | -56.5% | +59.2% | -115.7% | -66.7% |
| 10Y | -0.5% | +308.6% | -309.1% | -51.1% |
| All | -0.5% | +308.0% | -308.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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