+30.2%
FITB vs EXR
+27.0%
+3.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -1.1% | +2.7% | -3.8% | -2.3% |
| 30D | +7.3% | +18.9% | -11.6% | -1.1% |
| 3M | -4.0% | +8.4% | -12.4% | -7.7% |
| 6M | +11.9% | +14.3% | -2.4% | +4.8% |
| YTD | +19.0% | +27.2% | -8.3% | +3.7% |
| All | +30.2% | +27.0% | +3.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling