+539.5%
FICO vs EXR
+217.4%
+322.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.0% | -1.1% | +5.1% | +4.5% |
| 30D | -1.5% | +18.8% | -20.3% | -9.2% |
| 3M | -29.8% | +9.9% | -39.7% | -32.9% |
| 6M | -33.3% | +12.6% | -45.9% | -36.9% |
| YTD | -56.9% | +26.5% | -83.4% | -61.6% |
| 1Y | -59.5% | +24.5% | -83.9% | -63.6% |
| 3Y | -26.9% | +52.4% | -79.3% | -41.6% |
| 5Y | +92.9% | -1.5% | +94.4% | +85.5% |
| 10Y | +539.5% | +216.0% | +323.5% | +314.9% |
| All | +539.5% | +217.4% | +322.1% | +314.9% |
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