+3,653.2%
FIX vs EXR
+221.5%
+3,431.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.7% |
| 7D | -17.5% | +5.2% | -22.7% | -19.2% |
| 30D | -41.6% | +20.9% | -62.4% | -45.8% |
| 3M | -40.6% | +7.7% | -48.3% | -42.5% |
| 6M | -49.4% | +13.2% | -62.6% | -52.4% |
| YTD | +9.2% | +26.5% | -17.3% | -1.9% |
| 1Y | +6.5% | +27.2% | -20.7% | -4.8% |
| 3Y | +448.7% | +71.5% | +377.2% | +310.3% |
| 5Y | +948.7% | +0.4% | +948.3% | +881.5% |
| All | +3,653.2% | +221.5% | +3,431.7% | +2,203.2% |
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