+2,616.0%
FICO vs EXR
+3,113.6%
-497.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -0.3% | +6.8% | -7.1% | -3.5% |
| 30D | +1.7% | +19.6% | -17.9% | -6.9% |
| 3M | -35.2% | +8.0% | -43.2% | -37.7% |
| 6M | -33.7% | +17.2% | -50.8% | -38.7% |
| YTD | -58.2% | +27.2% | -85.4% | -63.0% |
| 1Y | -56.6% | +26.1% | -82.6% | -61.5% |
| 3Y | -24.0% | +70.7% | -94.7% | -43.4% |
| 5Y | +86.1% | +1.0% | +85.1% | +76.0% |
| 10Y | +522.8% | +227.1% | +295.7% | +217.0% |
| All | +2,616.0% | +3,113.6% | -497.6% | +342.8% |
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