+153.4%
FDX vs EXR
+205.9%
-52.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.5% | +1.7% | -1.3% | -0.1% |
| 30D | +9.5% | +18.0% | -8.5% | +3.3% |
| 3M | -1.3% | +9.7% | -11.0% | -4.5% |
| 6M | +5.5% | +13.4% | -7.9% | +0.7% |
| YTD | +38.9% | +26.3% | +12.6% | +27.5% |
| 1Y | +58.8% | +27.6% | +31.3% | +45.3% |
| 3Y | +71.1% | +52.2% | +19.0% | +45.2% |
| 5Y | +76.3% | -1.1% | +77.4% | +69.8% |
| 10Y | +153.4% | +216.8% | -63.4% | +71.3% |
| All | +153.4% | +205.9% | -52.4% | +71.3% |
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