+126.9%
FFIV vs EXR
+205.9%
-79.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -4.2% | +1.7% | -5.9% | -4.6% |
| 30D | -33.9% | +18.0% | -51.9% | -36.7% |
| 3M | -22.6% | +9.7% | -32.3% | -24.6% |
| 6M | -10.4% | +13.4% | -23.8% | -13.7% |
| YTD | +24.3% | +26.3% | -2.0% | +15.8% |
| 1Y | +31.8% | +27.6% | +4.2% | +22.3% |
| 3Y | +99.5% | +52.2% | +47.3% | +71.4% |
| 5Y | +40.7% | -1.1% | +41.8% | +35.8% |
| 10Y | +126.9% | +216.8% | -89.9% | +76.6% |
| All | +126.9% | +205.9% | -79.0% | +76.6% |
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