+287.9%
FITB vs EXR
+151.1%
+136.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | -4.5% | -6.9% | +2.4% | -1.8% |
| 3M | +5.7% | -3.0% | +8.6% | +6.8% |
| 6M | +17.1% | -2.9% | +20.1% | +18.3% |
| YTD | +18.3% | +9.3% | +9.1% | +13.9% |
| 1Y | +23.9% | -0.9% | +24.8% | +23.5% |
| 3Y | +131.1% | +24.7% | +106.4% | +106.9% |
| 5Y | +71.1% | -11.7% | +82.8% | +70.4% |
| All | +287.9% | +151.1% | +136.8% | +185.1% |
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