+538.9%
FICO vs EXR
+215.7%
+323.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | +1.4% | -1.2% | +2.6% | +2.0% |
| 30D | -0.8% | +18.3% | -19.1% | -8.4% |
| 3M | -31.3% | +9.1% | -40.4% | -34.1% |
| 6M | -33.9% | +11.7% | -45.7% | -37.3% |
| YTD | -57.6% | +25.7% | -83.3% | -62.1% |
| 1Y | -59.7% | +24.9% | -84.6% | -63.8% |
| 3Y | -28.0% | +51.4% | -79.5% | -42.3% |
| 5Y | +91.0% | -1.9% | +92.9% | +84.0% |
| All | +538.9% | +215.7% | +323.2% | +315.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling