+3,479.3%
FICO vs EXR
+2,662.2%
+817.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.1% |
| 7D | -19.2% | -2.6% | -16.6% | -18.0% |
| 30D | -14.6% | -7.2% | -7.4% | -11.3% |
| 3M | -20.1% | -3.5% | -16.6% | -18.4% |
| 6M | -36.3% | -5.3% | -31.0% | -34.5% |
| YTD | -44.9% | +9.4% | -54.2% | -47.3% |
| 1Y | -38.6% | +1.3% | -39.9% | -39.3% |
| 3Y | +4.0% | +22.4% | -18.4% | -8.6% |
| 5Y | +99.5% | -12.2% | +111.8% | +102.4% |
| 10Y | +604.7% | +148.6% | +456.1% | +310.8% |
| All | +3,479.3% | +2,662.2% | +817.1% | +530.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling