+91.7%
FOXA vs EXR
+114.4%
-22.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | +5.1% | +18.3% | -13.2% | +0.7% |
| 3M | +4.7% | +9.1% | -4.4% | +2.3% |
| 6M | -0.2% | +11.7% | -12.0% | -3.1% |
| YTD | -9.2% | +25.7% | -34.9% | -14.8% |
| 1Y | -0.6% | +24.9% | -25.5% | -6.6% |
| 3Y | +125.7% | +51.4% | +74.3% | +96.6% |
| 5Y | +70.2% | -1.9% | +72.1% | +65.0% |
| All | +91.7% | +114.4% | -22.8% | +33.6% |
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