+130.0%
FDS vs EXR
+215.3%
-85.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -5.0% | +2.7% | -7.6% | -5.8% |
| 30D | +13.8% | +18.9% | -5.2% | +7.0% |
| 3M | +14.8% | +8.4% | +6.5% | +11.6% |
| 6M | +47.4% | +14.3% | +33.1% | +40.7% |
| YTD | +14.2% | +27.2% | -13.1% | +4.3% |
| 1Y | +26.6% | +25.9% | +0.7% | +16.0% |
| 3Y | -24.4% | +54.6% | -79.1% | -37.5% |
| 5Y | -22.6% | -0.6% | -22.0% | -25.3% |
| 10Y | +130.0% | +208.5% | -78.5% | +54.6% |
| All | +130.0% | +215.3% | -85.3% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling