-62.0%
FISV vs EXR
-0.7%
-61.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.8% |
| 7D | -2.7% | -1.2% | -1.5% | -1.8% |
| 30D | 0.0% | -6.2% | +6.3% | +5.0% |
| 3M | -2.8% | -7.4% | +4.6% | +3.1% |
| 6M | -11.8% | -0.5% | -11.3% | -11.7% |
| YTD | -23.2% | +8.1% | -31.3% | -34.2% |
| 1Y | -62.0% | -2.9% | -59.1% | -53.1% |
| All | -62.0% | -0.7% | -61.3% | -53.1% |
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 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