+38.5%
FAST vs EXR
+24.1%
+14.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +5.0% | -1.2% | +6.2% | +5.5% |
| 30D | +8.6% | +18.3% | -9.7% | +1.4% |
| 3M | +6.9% | +9.1% | -2.1% | +3.4% |
| 6M | +29.6% | +11.7% | +17.8% | +23.8% |
| YTD | +41.4% | +25.7% | +15.7% | +25.4% |
| 1Y | +38.5% | +24.9% | +13.6% | +23.1% |
| All | +38.5% | +24.1% | +14.4% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling