+536.1%
FDX vs EXR
+2,662.2%
-2,126.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | 0.0% |
| 7D | -2.5% | -2.6% | 0.0% | -1.5% |
| 30D | +3.8% | -7.2% | +11.0% | +7.1% |
| 3M | -1.3% | -3.5% | +2.2% | 0.0% |
| 6M | +5.0% | -5.3% | +10.3% | +7.2% |
| YTD | +39.6% | +9.4% | +30.3% | +34.0% |
| 1Y | +81.1% | +1.3% | +79.8% | +79.0% |
| 3Y | +63.0% | +22.4% | +40.6% | +45.3% |
| 5Y | +65.6% | -12.2% | +77.8% | +64.9% |
| 10Y | +183.4% | +148.6% | +34.8% | +70.4% |
| All | +536.1% | +2,662.2% | -2,126.2% | +17.6% |
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