+526.1%
FISV vs EXR
+2,662.2%
-2,136.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -0.3% | -2.6% | +2.2% | +0.6% |
| 30D | -2.1% | -7.2% | +5.1% | +0.6% |
| 3M | -5.7% | -3.5% | -2.2% | -4.4% |
| 6M | -15.3% | -5.3% | -10.0% | -13.8% |
| YTD | -21.1% | +9.4% | -30.4% | -23.8% |
| 1Y | -61.1% | +1.3% | -62.4% | -61.1% |
| 3Y | -56.8% | +22.4% | -79.3% | -60.6% |
| 5Y | -54.2% | -12.2% | -41.9% | -53.8% |
| 10Y | +1.6% | +148.6% | -147.0% | -30.8% |
| All | +526.1% | +2,662.2% | -2,136.1% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling