+18,442.8%
FIX vs EXR
+3,113.6%
+15,329.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.3% |
| 7D | -27.2% | +6.8% | -34.1% | -29.6% |
| 30D | -46.9% | +19.6% | -66.5% | -51.4% |
| 3M | -44.4% | +8.0% | -52.4% | -46.8% |
| 6M | -50.9% | +17.2% | -68.1% | -55.2% |
| YTD | +3.5% | +27.2% | -23.7% | -9.1% |
| 1Y | -2.1% | +26.1% | -28.2% | -13.9% |
| 3Y | +418.7% | +70.7% | +348.1% | +277.5% |
| 5Y | +894.6% | +1.0% | +893.6% | +806.4% |
| 10Y | +3,465.5% | +227.1% | +3,238.4% | +1,658.3% |
| All | +18,442.8% | +3,113.6% | +15,329.3% | +2,685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling