+473.8%
FISV vs EXPE
+723.5%
-249.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +38.4% | -6.1% | +44.5% | +39.7% |
| 3M | +14.9% | -21.3% | +36.2% | +20.5% |
| 6M | +21.8% | +19.0% | +2.8% | +15.5% |
| YTD | -5.0% | -8.4% | +3.4% | -5.0% |
| 1Y | -1.2% | -2.8% | +1.6% | -2.7% |
| 3Y | -47.5% | +120.8% | -168.3% | -58.6% |
| 5Y | -36.7% | +46.2% | -82.9% | -47.4% |
| 10Y | +26.9% | +123.8% | -97.0% | -13.0% |
| All | +473.8% | +723.5% | -249.7% | +114.1% |
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