+2,045.9%
FAST vs EXR
+2,662.2%
-616.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.7% |
| 30D | -0.8% | -7.2% | +6.4% | +2.2% |
| 3M | +5.8% | -3.5% | +9.3% | +7.2% |
| 6M | +8.0% | -5.3% | +13.3% | +10.0% |
| YTD | +25.6% | +9.4% | +16.3% | +20.7% |
| 1Y | +0.8% | +1.3% | -0.5% | -0.6% |
| 3Y | +86.1% | +22.4% | +63.7% | +65.0% |
| 5Y | +100.2% | -12.2% | +112.4% | +99.4% |
| 10Y | +494.2% | +148.6% | +345.6% | +262.4% |
| All | +2,045.9% | +2,662.2% | -616.4% | +316.0% |
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