+90.1%
FAST vs EXR
+22.7%
+67.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -0.4% | -2.6% | +2.2% | +0.3% |
| 30D | -0.8% | -7.2% | +6.4% | +1.1% |
| 3M | +5.8% | -3.5% | +9.3% | +6.7% |
| 6M | +8.0% | -5.3% | +13.3% | +9.2% |
| YTD | +25.6% | +9.4% | +16.3% | +22.9% |
| 1Y | +0.8% | +1.3% | -0.5% | 0.0% |
| All | +90.1% | +22.7% | +67.3% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling