+499.7%
FICO vs EXR
+221.5%
+278.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.9% | +5.2% | -6.1% | -3.4% |
| 30D | +3.3% | +20.9% | -17.5% | -5.5% |
| 3M | -31.7% | +7.7% | -39.4% | -34.2% |
| 6M | -34.0% | +13.2% | -47.2% | -37.7% |
| YTD | -58.3% | +26.5% | -84.8% | -62.8% |
| 1Y | -57.9% | +27.2% | -85.1% | -62.6% |
| 3Y | -24.1% | +71.5% | -95.6% | -42.8% |
| 5Y | +85.3% | +0.4% | +84.9% | +76.7% |
| All | +499.7% | +221.5% | +278.2% | +289.0% |
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