-58.5%
FICO vs EXR
+25.3%
-83.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | +0.1% | +18.2% | -18.1% | -8.4% |
| 3M | -35.2% | +7.3% | -42.5% | -37.6% |
| 6M | -32.4% | +13.8% | -46.2% | -35.9% |
| YTD | -57.4% | +25.9% | -83.3% | -61.2% |
| 1Y | -58.5% | +25.8% | -84.3% | -62.3% |
| All | -58.5% | +25.3% | -83.8% | -62.3% |
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