+236.6%
FITB vs EXR
+215.3%
+21.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -1.1% | +2.7% | -3.8% | -2.2% |
| 30D | +7.3% | +18.9% | -11.6% | +0.1% |
| 3M | -4.0% | +8.4% | -12.4% | -7.1% |
| 6M | +11.9% | +14.3% | -2.4% | +5.9% |
| YTD | +19.0% | +27.2% | -8.3% | +7.5% |
| 1Y | +31.0% | +25.9% | +5.1% | +18.8% |
| 3Y | +143.8% | +54.6% | +89.1% | +100.1% |
| 5Y | +48.9% | -0.6% | +49.5% | +41.6% |
| 10Y | +236.6% | +208.5% | +28.1% | +133.3% |
| All | +236.6% | +215.3% | +21.3% | +133.3% |
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