+532.5%
FDX vs EXR
+3,090.1%
-2,557.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.5% | +1.7% | -1.3% | -0.2% |
| 30D | +9.5% | +18.0% | -8.5% | +2.2% |
| 3M | -1.3% | +9.7% | -11.0% | -5.1% |
| 6M | +5.5% | +13.4% | -7.9% | -0.2% |
| YTD | +38.9% | +26.3% | +12.6% | +25.5% |
| 1Y | +58.8% | +27.6% | +31.3% | +42.9% |
| 3Y | +71.1% | +52.2% | +19.0% | +40.0% |
| 5Y | +76.3% | -1.1% | +77.4% | +67.3% |
| 10Y | +153.4% | +216.8% | -63.4% | +37.9% |
| All | +532.5% | +3,090.1% | -2,557.6% | +10.1% |
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