+110.7%
FE vs EXR
+215.3%
-104.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.1% | +2.7% | -3.8% | -2.1% |
| 30D | +4.6% | +18.9% | -14.3% | -1.9% |
| 3M | -0.8% | +8.4% | -9.2% | -3.8% |
| 6M | +7.3% | +14.3% | -7.0% | +1.9% |
| YTD | +8.3% | +27.2% | -18.9% | -1.5% |
| 1Y | +5.7% | +25.9% | -20.3% | -3.7% |
| 3Y | +49.0% | +54.6% | -5.6% | +20.8% |
| 5Y | +49.2% | -0.6% | +49.8% | +41.9% |
| 10Y | +110.7% | +208.5% | -97.8% | +20.1% |
| All | +110.7% | +215.3% | -104.6% | +20.1% |
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 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