-40.2%
FIS vs EXR
+147.0%
-187.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | -7.8% | -6.9% | -0.9% | -5.4% |
| 3M | +0.8% | -3.0% | +3.8% | +2.0% |
| 6M | -21.9% | -2.9% | -19.0% | -21.2% |
| YTD | -39.5% | +9.3% | -48.8% | -41.7% |
| 1Y | -41.0% | -0.9% | -40.0% | -41.2% |
| 3Y | -23.6% | +24.7% | -48.3% | -31.4% |
| 5Y | -65.6% | -11.7% | -53.9% | -65.6% |
| 10Y | -40.2% | +148.4% | -188.6% | -55.3% |
| All | -40.2% | +147.0% | -187.2% | -55.3% |
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 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