+4.8%
FE vs EXR
+26.0%
-21.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.5% | +1.7% | -2.3% | -1.0% |
| 30D | +4.3% | +18.0% | -13.7% | -0.3% |
| 3M | +0.4% | +9.7% | -9.3% | -2.3% |
| 6M | +6.9% | +13.4% | -6.5% | +3.3% |
| YTD | +8.0% | +26.3% | -18.3% | +3.2% |
| 1Y | +4.8% | +27.6% | -22.7% | +0.5% |
| All | +4.8% | +26.0% | -21.2% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling