+1,422.9%
FANG vs EXR
+559.7%
+863.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.0% |
| 7D | -0.4% | -3.1% | +2.7% | +0.2% |
| 30D | +2.4% | -7.5% | +9.9% | +3.9% |
| 3M | +4.9% | -7.5% | +12.4% | +6.3% |
| 6M | +12.0% | -5.2% | +17.2% | +12.6% |
| YTD | +37.1% | +6.5% | +30.6% | +34.5% |
| 1Y | +52.3% | -2.0% | +54.3% | +51.7% |
| 3Y | +45.0% | +21.5% | +23.4% | +36.3% |
| 5Y | +231.0% | -11.5% | +242.5% | +228.9% |
| 10Y | +177.5% | +148.0% | +29.5% | +121.8% |
| All | +1,422.9% | +559.7% | +863.2% | +662.7% |
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