-55.3%
FIS vs EXR
+215.3%
-270.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -29.4% | +2.7% | -32.1% | -30.3% |
| 30D | -16.7% | +18.9% | -35.7% | -22.0% |
| 3M | -33.0% | +8.4% | -41.3% | -35.1% |
| 6M | -33.3% | +14.3% | -47.6% | -36.7% |
| YTD | -56.0% | +27.2% | -83.2% | -60.0% |
| 1Y | -54.6% | +25.9% | -80.5% | -58.6% |
| 3Y | -40.6% | +54.6% | -95.3% | -50.9% |
| 5Y | -71.9% | -0.6% | -71.3% | -73.2% |
| 10Y | -55.3% | +208.5% | -263.8% | -69.1% |
| All | -55.3% | +215.3% | -270.6% | -69.1% |
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