+210.7%
FE vs EXR
+3,113.6%
-2,902.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.6% | +6.8% | -6.2% | -1.3% |
| 30D | +6.4% | +19.6% | -13.2% | +1.1% |
| 3M | -0.5% | +8.0% | -8.4% | -2.7% |
| 6M | +4.7% | +17.2% | -12.4% | 0.0% |
| YTD | +8.4% | +27.2% | -18.8% | +0.8% |
| 1Y | +7.2% | +26.1% | -18.8% | -0.1% |
| 3Y | +44.9% | +70.7% | -25.8% | +21.2% |
| 5Y | +46.3% | +1.0% | +45.3% | +40.0% |
| 10Y | +110.3% | +227.1% | -116.8% | +44.4% |
| All | +210.7% | +3,113.6% | -2,902.9% | +21.1% |
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