-22.6%
FPS vs EXR
+19.3%
-42.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.1% | -20.4% | -16.0% |
| 7D | -23.3% | +11.3% | -34.6% | -20.3% |
| 30D | -42.4% | +21.2% | -63.6% | -39.3% |
| 3M | -43.0% | +8.7% | -51.8% | -40.7% |
| 6M | -44.5% | +18.2% | -62.7% | -45.2% |
| All | -22.6% | +19.3% | -42.0% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling