-3.8%
FISV vs EXR
+148.1%
-151.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.4% |
| 7D | -6.4% | -3.1% | -3.3% | -5.3% |
| 30D | -6.8% | -7.5% | +0.7% | -4.0% |
| 3M | -10.0% | -7.5% | -2.5% | -7.1% |
| 6M | -20.6% | -5.2% | -15.4% | -19.1% |
| YTD | -27.6% | +6.5% | -34.1% | -29.5% |
| 1Y | -64.3% | -2.0% | -62.3% | -63.8% |
| 3Y | -60.0% | +21.5% | -81.5% | -63.5% |
| 5Y | -57.7% | -11.5% | -46.2% | -57.2% |
| All | -3.8% | +148.1% | -151.9% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling