+22.9%
FISV vs EXPD
+336.9%
-314.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -4.0% |
| 7D | -2.0% | +3.6% | -5.6% | -3.4% |
| 30D | +31.8% | +0.3% | +31.5% | +31.4% |
| 3M | +19.3% | +6.1% | +13.2% | +16.2% |
| 6M | +12.1% | +27.4% | -15.3% | +1.2% |
| YTD | -8.4% | +32.0% | -40.4% | -19.6% |
| 1Y | -4.5% | +40.5% | -45.0% | -18.4% |
| 3Y | -49.4% | +75.7% | -125.1% | -62.0% |
| 5Y | -39.0% | +61.7% | -100.7% | -53.5% |
| All | +22.9% | +336.9% | -314.1% | -40.7% |
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