+60.3%
FCX vs EXR
+28.1%
+32.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | +0.7% |
| 7D | -6.0% | +11.3% | -17.3% | -8.2% |
| 30D | -13.6% | +21.2% | -34.8% | -17.5% |
| 3M | -6.8% | +8.7% | -15.5% | -8.1% |
| 6M | +13.2% | +18.2% | -5.0% | +6.0% |
| YTD | +24.4% | +27.9% | -3.5% | +10.3% |
| 1Y | +60.3% | +28.3% | +32.0% | +40.8% |
| All | +60.3% | +28.1% | +32.2% | +40.8% |
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