-71.4%
FIS vs EXR
-0.3%
-71.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -25.5% | +5.2% | -30.7% | -27.1% |
| 30D | -15.1% | +20.9% | -35.9% | -20.9% |
| 3M | -32.1% | +7.7% | -39.8% | -34.1% |
| 6M | -36.1% | +13.2% | -49.2% | -39.1% |
| YTD | -55.4% | +26.5% | -81.9% | -59.4% |
| 1Y | -53.9% | +27.2% | -81.1% | -58.2% |
| 3Y | -39.8% | +71.5% | -111.3% | -52.7% |
| All | -71.4% | -0.3% | -71.0% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling