+27.4%
FISV vs EXR
+216.3%
-188.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -0.4% | +1.9% | +1.6% |
| 30D | +38.4% | +18.2% | +20.2% | +30.1% |
| 3M | +14.9% | +7.3% | +7.6% | +12.0% |
| 6M | +21.8% | +13.8% | +8.0% | +16.1% |
| YTD | -5.0% | +25.9% | -31.0% | -13.2% |
| 1Y | -1.2% | +25.8% | -27.0% | -9.7% |
| 3Y | -47.5% | +53.7% | -101.2% | -56.1% |
| 5Y | -36.7% | -1.8% | -35.0% | -38.4% |
| All | +27.4% | +216.3% | -188.9% | -13.1% |
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