+65.8%
FDX vs EXR
+22.7%
+43.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | -2.5% | -2.6% | 0.0% | -1.6% |
| 30D | +3.8% | -7.2% | +11.0% | +6.6% |
| 3M | -1.3% | -3.5% | +2.2% | -0.2% |
| 6M | +5.0% | -5.3% | +10.3% | +6.7% |
| YTD | +39.6% | +9.4% | +30.3% | +35.0% |
| 1Y | +81.1% | +1.3% | +79.8% | +79.1% |
| All | +65.8% | +22.7% | +43.1% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling