+5,892.0%
FIX vs EXR
+148.5%
+5,743.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +6.0% | -2.6% | +8.6% | +7.0% |
| 30D | -7.2% | -7.2% | -0.1% | -4.7% |
| 3M | -15.9% | -3.5% | -12.3% | -15.5% |
| 6M | +12.7% | -5.3% | +18.0% | +14.0% |
| YTD | +72.8% | +9.4% | +63.4% | +65.0% |
| 1Y | +122.9% | +1.3% | +121.6% | +118.3% |
| 3Y | +774.3% | +22.4% | +751.9% | +660.3% |
| 5Y | +2,049.5% | -12.2% | +2,061.7% | +2,022.7% |
| All | +5,892.0% | +148.5% | +5,743.5% | +3,861.5% |
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