+46.3%
FE vs EXR
-0.3%
+46.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -1.0% | +5.2% | -6.2% | -2.4% |
| 30D | +4.1% | +20.9% | -16.7% | -1.2% |
| 3M | -1.0% | +7.7% | -8.7% | -3.1% |
| 6M | +4.0% | +13.2% | -9.2% | +0.4% |
| YTD | +6.8% | +26.5% | -19.7% | -0.2% |
| 1Y | +5.3% | +27.2% | -21.9% | -1.9% |
| 3Y | +44.6% | +71.5% | -27.0% | +19.4% |
| All | +46.3% | -0.3% | +46.6% | +39.5% |
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 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