-1.2%
FISV vs EXR
+25.3%
-26.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -0.4% | +1.9% | +1.7% |
| 30D | +38.4% | +18.2% | +20.2% | +29.0% |
| 3M | +14.9% | +7.3% | +7.6% | +11.1% |
| 6M | +21.8% | +13.8% | +8.0% | +16.4% |
| YTD | -5.0% | +25.9% | -31.0% | -13.7% |
| 1Y | -1.2% | +25.8% | -27.0% | -10.0% |
| All | -1.2% | +25.3% | -26.4% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling