-23.8%
FDS vs EXR
+69.9%
-93.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -0.5% | +5.2% | -5.7% | -1.9% |
| 30D | +20.2% | +20.9% | -0.7% | +14.3% |
| 3M | +19.9% | +7.7% | +12.2% | +17.4% |
| 6M | +56.2% | +13.2% | +43.0% | +51.5% |
| YTD | +14.6% | +26.5% | -11.9% | +7.7% |
| 1Y | +31.6% | +27.2% | +4.4% | +23.5% |
| 3Y | -23.8% | +71.5% | -95.4% | -28.8% |
| All | -23.8% | +69.9% | -93.7% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling