+225.5%
FFIV vs EXR
+147.0%
+78.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.5% | -0.7% | -0.9% | -1.4% |
| 30D | -2.7% | -6.9% | +4.3% | -1.0% |
| 3M | -1.7% | -3.0% | +1.3% | -1.2% |
| 6M | +36.1% | -2.9% | +39.1% | +36.5% |
| YTD | +52.6% | +9.3% | +43.4% | +48.0% |
| 1Y | +21.5% | -0.9% | +22.5% | +20.7% |
| 3Y | +142.7% | +24.7% | +118.0% | +121.2% |
| 5Y | +92.6% | -11.7% | +104.3% | +91.6% |
| 10Y | +225.5% | +148.4% | +77.1% | +181.3% |
| All | +225.5% | +147.0% | +78.5% | +181.3% |
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