-51.1%
FIS vs EXR
+28.1%
-79.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.1% | -26.8% | -24.2% |
| 7D | -18.4% | +11.3% | -29.7% | -20.9% |
| 30D | -11.4% | +21.2% | -32.5% | -16.1% |
| 3M | -32.0% | +8.7% | -40.7% | -33.8% |
| 6M | -35.6% | +18.2% | -53.8% | -37.9% |
| YTD | -53.8% | +27.9% | -81.7% | -56.3% |
| 1Y | -51.1% | +28.3% | -79.4% | -54.0% |
| All | -51.1% | +28.1% | -79.1% | -54.0% |
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 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