+1,217.7%
FDS vs EXR
+2,662.2%
-1,444.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -1.9% | -2.6% | +0.7% | -1.0% |
| 30D | +9.0% | -7.2% | +16.2% | +12.1% |
| 3M | +18.9% | -3.5% | +22.4% | +20.8% |
| 6M | +35.1% | -5.3% | +40.4% | +37.6% |
| YTD | +5.5% | +9.4% | -3.9% | +1.5% |
| 1Y | -16.8% | +1.3% | -18.1% | -17.7% |
| 3Y | -28.1% | +22.4% | -50.5% | -35.4% |
| 5Y | -17.4% | -12.2% | -5.2% | -17.5% |
| 10Y | +85.4% | +148.6% | -63.1% | +21.2% |
| All | +1,217.7% | +2,662.2% | -1,444.5% | +222.4% |
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