-24.2%
FDS vs EXR
-1.8%
-22.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | +14.8% | +18.2% | -3.4% | +8.5% |
| 3M | +16.3% | +7.3% | +8.9% | +13.5% |
| 6M | +66.2% | +13.8% | +52.4% | +59.3% |
| YTD | +16.2% | +25.9% | -9.7% | +7.1% |
| 1Y | +21.8% | +25.8% | -4.0% | +12.2% |
| 3Y | -23.9% | +53.7% | -77.6% | -36.6% |
| All | -24.2% | -1.8% | -22.4% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling