+948.1%
FIX vs EXR
-0.3%
+948.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | -17.5% | +5.2% | -22.7% | -18.7% |
| 30D | -41.6% | +20.9% | -62.4% | -44.7% |
| 3M | -40.6% | +7.7% | -48.3% | -42.0% |
| 6M | -49.4% | +13.2% | -62.6% | -51.6% |
| YTD | +9.2% | +26.5% | -17.3% | +0.6% |
| 1Y | +6.5% | +27.2% | -20.7% | -2.3% |
| 3Y | +448.7% | +71.5% | +377.2% | +328.6% |
| All | +948.1% | -0.3% | +948.4% | +908.3% |
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