-47.4%
FISV vs EXPD
+68.8%
-116.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +25.7% | -7.2% | +32.9% | +27.2% |
| 30D | +38.8% | -3.3% | +42.0% | +39.4% |
| 3M | +16.2% | +3.4% | +12.8% | +15.4% |
| 6M | +12.1% | +22.7% | -10.6% | +8.1% |
| YTD | -6.4% | +24.5% | -30.9% | -9.8% |
| 1Y | +2.0% | +38.6% | -36.6% | -3.6% |
| 3Y | -47.4% | +71.5% | -118.9% | -52.3% |
| All | -47.4% | +68.8% | -116.3% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling