-25.9%
FPS vs EXR
+17.8%
-43.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -5.2% |
| 7D | -20.9% | +1.7% | -22.6% | -20.0% |
| 30D | -46.3% | +18.0% | -64.4% | -43.8% |
| 3M | -42.9% | +9.7% | -52.5% | -40.8% |
| 6M | -46.8% | +13.4% | -60.3% | -46.8% |
| All | -25.9% | +17.8% | -43.7% | -29.8% |
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 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