-3.3%
FISV vs EXR
+149.6%
-152.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -7.2% | -3.2% | -4.0% | -6.1% |
| 30D | -7.2% | -6.9% | -0.3% | -4.6% |
| 3M | -8.2% | -7.8% | -0.4% | -5.2% |
| 6M | -17.7% | -4.9% | -12.8% | -16.2% |
| YTD | -27.2% | +7.2% | -34.3% | -29.3% |
| 1Y | -63.0% | -1.5% | -61.5% | -62.5% |
| 3Y | -59.8% | +22.3% | -82.0% | -63.4% |
| 5Y | -55.8% | -10.9% | -44.9% | -55.4% |
| All | -3.3% | +149.6% | -152.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling