+156.3%
FDX vs EXR
+215.3%
-59.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +0.2% | +2.7% | -2.5% | -0.7% |
| 30D | +9.3% | +18.9% | -9.6% | +2.8% |
| 3M | +0.5% | +8.4% | -7.9% | -2.4% |
| 6M | +5.3% | +14.3% | -9.0% | +0.2% |
| YTD | +38.6% | +27.2% | +11.3% | +26.9% |
| 1Y | +53.5% | +25.9% | +27.6% | +41.1% |
| 3Y | +74.2% | +54.6% | +19.6% | +47.1% |
| 5Y | +75.3% | -0.6% | +75.9% | +68.6% |
| 10Y | +156.3% | +208.5% | -52.3% | +74.8% |
| All | +156.3% | +215.3% | -59.0% | +74.8% |
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