+1,330.9%
FDS vs EXR
+3,094.9%
-1,764.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -0.5% | +5.2% | -5.7% | -2.3% |
| 30D | +20.2% | +20.9% | -0.7% | +12.2% |
| 3M | +19.9% | +7.7% | +12.2% | +16.7% |
| 6M | +56.2% | +13.2% | +43.0% | +49.4% |
| YTD | +14.6% | +26.5% | -11.9% | +4.6% |
| 1Y | +31.6% | +27.2% | +4.4% | +19.8% |
| 3Y | -23.8% | +71.5% | -95.4% | -39.6% |
| 5Y | -22.6% | +0.4% | -22.9% | -26.2% |
| 10Y | +139.3% | +225.2% | -85.8% | +42.2% |
| All | +1,330.9% | +3,094.9% | -1,764.0% | +232.0% |
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 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