+3,604.4%
FIX vs EXR
+215.7%
+3,388.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +17.0% | -1.2% | +18.2% | +17.5% |
| 30D | -30.6% | +18.3% | -48.9% | -35.1% |
| 3M | -35.0% | +9.1% | -44.1% | -37.5% |
| 6M | -44.0% | +11.7% | -55.7% | -47.0% |
| YTD | +21.1% | +25.7% | -4.5% | +9.1% |
| 1Y | +16.3% | +24.9% | -8.7% | +4.8% |
| 3Y | +507.4% | +51.4% | +455.9% | +381.7% |
| 5Y | +1,052.1% | -1.9% | +1,054.0% | +989.7% |
| All | +3,604.4% | +215.7% | +3,388.7% | +2,148.1% |
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