-56.4%
FICO vs EXR
+28.1%
-84.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.8% |
| 7D | +0.4% | +11.3% | -10.8% | -5.1% |
| 30D | +1.7% | +21.2% | -19.5% | -8.1% |
| 3M | -33.0% | +8.7% | -41.8% | -35.9% |
| 6M | -33.9% | +18.2% | -52.1% | -38.4% |
| YTD | -58.5% | +27.9% | -86.5% | -62.7% |
| 1Y | -56.4% | +28.3% | -84.7% | -60.7% |
| All | -56.4% | +28.1% | -84.4% | -60.7% |
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