+155.7%
FDX vs EXR
+217.4%
-61.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | -1.1% | -0.9% | -1.6% |
| 30D | +10.4% | +18.8% | -8.4% | +3.9% |
| 3M | +0.5% | +9.9% | -9.5% | -2.9% |
| 6M | +6.5% | +12.6% | -6.1% | +1.8% |
| YTD | +40.2% | +26.5% | +13.7% | +28.7% |
| 1Y | +52.1% | +24.5% | +27.6% | +40.3% |
| 3Y | +72.8% | +52.4% | +20.4% | +46.5% |
| 5Y | +76.3% | -1.5% | +77.8% | +70.1% |
| 10Y | +155.7% | +216.0% | -60.2% | +72.9% |
| All | +155.7% | +217.4% | -61.7% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling