+495.8%
FSLR vs EXR
+221.5%
+274.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +15.3% | +5.2% | +10.1% | +13.4% |
| 30D | +11.7% | +20.9% | -9.2% | +4.6% |
| 3M | -17.6% | +7.7% | -25.3% | -19.6% |
| 6M | -7.7% | +13.2% | -20.9% | -11.9% |
| YTD | -23.0% | +26.5% | -49.5% | -29.4% |
| 1Y | -26.0% | +27.2% | -53.2% | -32.4% |
| 3Y | +36.9% | +71.5% | -34.7% | +11.7% |
| 5Y | +72.9% | +0.4% | +72.6% | +64.8% |
| All | +495.8% | +221.5% | +274.3% | +297.4% |
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