-27.6%
FDS vs EXR
+22.7%
-50.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | -1.9% | -2.6% | +0.7% | -1.3% |
| 30D | +9.0% | -7.2% | +16.2% | +11.1% |
| 3M | +18.9% | -3.5% | +22.4% | +20.3% |
| 6M | +35.1% | -5.3% | +40.4% | +37.0% |
| YTD | +5.5% | +9.4% | -3.9% | +3.2% |
| 1Y | -16.8% | +1.3% | -18.1% | -17.1% |
| All | -27.6% | +22.7% | -50.3% | -29.7% |
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