-3.3%
FISV vs EXPE
+165.2%
-168.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -7.2% | -8.7% | +1.5% | -5.1% |
| 30D | -7.2% | -13.6% | +6.5% | -3.8% |
| 3M | -8.2% | +26.6% | -34.8% | -13.9% |
| 6M | -17.7% | +19.9% | -37.6% | -22.0% |
| YTD | -27.2% | -1.7% | -25.4% | -27.9% |
| 1Y | -63.0% | +29.4% | -92.4% | -65.8% |
| 3Y | -59.8% | +155.7% | -215.4% | -70.0% |
| 5Y | -55.8% | +93.1% | -148.9% | -66.4% |
| All | -3.3% | +165.2% | -168.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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