+46.2%
FE vs EXR
-1.3%
+47.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | +0.4% | +9.7% | -9.3% | -2.2% |
| 6M | +6.9% | +13.4% | -6.5% | +3.1% |
| YTD | +8.0% | +26.3% | -18.3% | +0.9% |
| 1Y | +4.8% | +27.6% | -22.7% | -2.4% |
| 3Y | +49.0% | +52.2% | -3.2% | +28.0% |
| 5Y | +46.2% | -1.1% | +47.3% | +39.6% |
| All | +46.2% | -1.3% | +47.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling