+1,347.5%
FDS vs EXR
+3,075.0%
-1,727.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.6% | -1.2% | -1.4% | -2.1% |
| 30D | +14.1% | +18.3% | -4.2% | +7.3% |
| 3M | +19.8% | +9.1% | +10.7% | +16.1% |
| 6M | +55.0% | +11.7% | +43.2% | +48.9% |
| YTD | +15.9% | +25.7% | -9.8% | +6.0% |
| 1Y | +24.2% | +24.9% | -0.7% | +13.8% |
| 3Y | -24.0% | +51.4% | -75.5% | -36.7% |
| 5Y | -23.3% | -1.9% | -21.4% | -26.3% |
| 10Y | +128.0% | +214.0% | -85.9% | +37.3% |
| All | +1,347.5% | +3,075.0% | -1,727.5% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling