+575.3%
FAST vs EXR
+221.5%
+353.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.1% | +5.2% | -3.1% | +0.4% |
| 30D | +6.9% | +20.9% | -14.0% | +0.5% |
| 3M | +4.8% | +7.7% | -2.9% | +2.2% |
| 6M | +19.8% | +13.2% | +6.6% | +14.9% |
| YTD | +34.9% | +26.5% | +8.4% | +24.7% |
| 1Y | +32.8% | +27.2% | +5.6% | +22.4% |
| 3Y | +93.7% | +71.5% | +22.2% | +57.4% |
| 5Y | +105.3% | +0.4% | +104.9% | +97.6% |
| All | +575.3% | +221.5% | +353.8% | +399.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling