+105.0%
FAST vs EXR
-1.5%
+106.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.7% | +6.8% | -6.2% | -1.6% |
| 30D | +4.6% | +19.6% | -14.9% | -1.5% |
| 3M | +6.4% | +8.0% | -1.6% | +3.5% |
| 6M | +20.6% | +17.2% | +3.4% | +14.1% |
| YTD | +34.7% | +27.2% | +7.5% | +23.7% |
| 1Y | +29.7% | +26.1% | +3.6% | +19.4% |
| 3Y | +89.9% | +70.7% | +19.2% | +50.3% |
| 5Y | +105.0% | +1.0% | +104.0% | +102.1% |
| All | +105.0% | -1.5% | +106.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling