+13,361.1%
FISV vs EXPD
+30,988.6%
-17,627.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.3% |
| 7D | +22.3% | -5.5% | +27.8% | +24.1% |
| 30D | +39.2% | -1.9% | +41.1% | +39.8% |
| 3M | +21.2% | +6.1% | +15.1% | +19.1% |
| 6M | +14.5% | +21.6% | -7.1% | +8.4% |
| YTD | -5.4% | +27.9% | -33.3% | -12.4% |
| 1Y | -0.3% | +39.4% | -39.7% | -9.7% |
| 3Y | -46.8% | +72.7% | -119.5% | -55.2% |
| 5Y | -36.2% | +60.3% | -96.5% | -45.7% |
| 10Y | +26.4% | +332.6% | -306.2% | -17.1% |
| All | +13,361.1% | +30,988.6% | -17,627.5% | +4,960.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling