+203.1%
FITB vs EXR
+215.7%
-12.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.8% | -1.2% | +2.0% | +1.3% |
| 30D | +7.3% | +18.3% | -11.0% | +0.3% |
| 3M | -6.3% | +9.1% | -15.4% | -9.6% |
| 6M | +12.6% | +11.7% | +0.8% | +7.4% |
| YTD | +18.0% | +25.7% | -7.7% | +7.1% |
| 1Y | +28.9% | +24.9% | +4.0% | +17.3% |
| 3Y | +139.4% | +51.4% | +88.0% | +97.9% |
| 5Y | +47.2% | -1.9% | +49.2% | +40.8% |
| All | +203.1% | +215.7% | -12.6% | +109.6% |
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