+126.6%
FFIV vs EXR
+215.3%
-88.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -2.1% | +2.7% | -4.8% | -2.7% |
| 30D | -33.8% | +18.9% | -52.7% | -36.7% |
| 3M | -20.6% | +8.4% | -29.0% | -22.4% |
| 6M | -10.2% | +14.3% | -24.6% | -13.7% |
| YTD | +24.5% | +27.2% | -2.8% | +15.7% |
| 1Y | +29.3% | +25.9% | +3.4% | +20.5% |
| 3Y | +103.8% | +54.6% | +49.2% | +74.3% |
| 5Y | +40.9% | -0.6% | +41.5% | +35.7% |
| 10Y | +126.6% | +208.5% | -81.9% | +75.8% |
| All | +126.6% | +215.3% | -88.7% | +75.8% |
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 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