-36.0%
FISV vs EXR
-0.9%
-35.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | +38.8% | +18.8% | +20.0% | +30.2% |
| 3M | +21.2% | +9.9% | +11.3% | +17.1% |
| 6M | +17.5% | +12.6% | +4.9% | +12.5% |
| YTD | -4.9% | +26.5% | -31.4% | -13.1% |
| 1Y | -0.6% | +24.5% | -25.1% | -8.7% |
| 3Y | -47.4% | +52.4% | -99.8% | -55.6% |
| 5Y | -36.0% | -1.5% | -34.5% | -39.4% |
| All | -36.0% | -0.9% | -35.1% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling