+510.1%
FDX vs EXR
+3,094.9%
-2,584.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | -1.6% | +5.2% | -6.8% | -3.7% |
| 30D | +6.6% | +20.9% | -14.3% | -1.5% |
| 3M | -2.1% | +7.7% | -9.8% | -5.1% |
| 6M | +2.2% | +13.2% | -11.0% | -3.3% |
| YTD | +33.9% | +26.5% | +7.5% | +20.9% |
| 1Y | +50.2% | +27.2% | +23.0% | +35.3% |
| 3Y | +65.5% | +71.5% | -6.0% | +28.4% |
| 5Y | +74.1% | +0.4% | +73.7% | +64.2% |
| 10Y | +156.7% | +225.2% | -68.5% | +38.0% |
| All | +510.1% | +3,094.9% | -2,584.8% | +6.1% |
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