-59.8%
FISV vs EXPE
+153.4%
-213.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -7.2% | -8.7% | +1.5% | -5.2% |
| 30D | -7.2% | -13.6% | +6.5% | -4.0% |
| 3M | -8.2% | +26.6% | -34.8% | -13.3% |
| 6M | -17.7% | +19.9% | -37.6% | -21.5% |
| YTD | -27.2% | -1.7% | -25.4% | -27.8% |
| 1Y | -63.0% | +29.4% | -92.4% | -65.4% |
| All | -59.8% | +153.4% | -213.2% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling