+653.5%
FISV vs EXR
+3,081.1%
-2,427.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.6% |
| 3M | +14.9% | +7.3% | +7.6% | +12.2% |
| 6M | +21.8% | +13.8% | +8.0% | +16.4% |
| YTD | -5.0% | +25.9% | -31.0% | -12.7% |
| 1Y | -1.2% | +25.8% | -27.0% | -9.1% |
| 3Y | -47.5% | +53.7% | -101.2% | -55.6% |
| 5Y | -36.7% | -1.8% | -35.0% | -38.6% |
| 10Y | +26.9% | +214.5% | -187.7% | -20.2% |
| All | +653.5% | +3,081.1% | -2,427.6% | +101.5% |
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