+376.8%
FISV vs EXPE
+851.4%
-474.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -0.3% | -9.5% | +9.2% | +2.0% |
| 30D | -2.1% | -6.6% | +4.6% | -0.6% |
| 3M | -5.7% | +31.4% | -37.1% | -12.0% |
| 6M | -15.3% | +35.2% | -50.5% | -21.8% |
| YTD | -21.1% | +5.8% | -26.9% | -23.2% |
| 1Y | -61.1% | +38.7% | -99.8% | -64.5% |
| 3Y | -56.8% | +175.8% | -232.6% | -67.6% |
| 5Y | -54.2% | +111.8% | -166.0% | -65.0% |
| 10Y | +1.6% | +179.7% | -178.1% | -33.4% |
| All | +376.8% | +851.4% | -474.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling