+15.0%
FXI vs EXR
+144.7%
-129.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.8% |
| 7D | -2.8% | -3.1% | +0.3% | -2.2% |
| 30D | -5.3% | -7.5% | +2.2% | -3.9% |
| 3M | +0.3% | -7.5% | +7.8% | +1.7% |
| 6M | -4.6% | -5.2% | +0.6% | -3.8% |
| YTD | -9.1% | +6.5% | -15.6% | -10.5% |
| 1Y | -12.0% | -2.0% | -9.9% | -12.0% |
| 3Y | +38.6% | +21.5% | +17.1% | +31.4% |
| 5Y | -6.6% | -11.5% | +4.9% | -7.7% |
| 10Y | +15.0% | +148.0% | -133.0% | -4.3% |
| All | +15.0% | +144.7% | -129.7% | -4.3% |
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 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