+115.4%
FOXA vs EXR
+23.2%
+92.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | +5.0% | -6.2% | +11.3% | +6.3% |
| 3M | -3.0% | -7.4% | +4.4% | -1.6% |
| 6M | +14.8% | -0.5% | +15.3% | +15.0% |
| YTD | -8.9% | +8.1% | -17.0% | -10.3% |
| 1Y | +13.3% | -2.9% | +16.2% | +13.8% |
| 3Y | +115.4% | +22.9% | +92.5% | +109.0% |
| All | +115.4% | +23.2% | +92.2% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling