+894.6%
FIX vs EXR
-1.5%
+896.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.4% |
| 7D | -27.2% | +6.8% | -34.1% | -28.6% |
| 30D | -46.9% | +19.6% | -66.5% | -49.6% |
| 3M | -44.4% | +8.0% | -52.4% | -45.7% |
| 6M | -50.9% | +17.2% | -68.1% | -53.6% |
| YTD | +3.5% | +27.2% | -23.7% | -4.7% |
| 1Y | -2.1% | +26.1% | -28.2% | -9.8% |
| 3Y | +418.7% | +70.7% | +348.1% | +306.6% |
| 5Y | +894.6% | +1.0% | +893.6% | +847.5% |
| All | +894.6% | -1.5% | +896.1% | +847.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling