-21.6%
FDS vs EXR
+0.3%
-21.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -5.4% | -0.7% | -4.7% | -5.1% |
| 30D | +1.6% | -6.9% | +8.5% | +4.1% |
| 3M | +17.7% | -3.0% | +20.7% | +20.1% |
| 6M | +29.1% | -2.9% | +32.0% | +31.3% |
| YTD | +1.0% | +9.3% | -8.3% | -2.8% |
| 1Y | -21.6% | -0.9% | -20.7% | -20.4% |
| All | -21.6% | +0.3% | -21.9% | -20.4% |
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