+39.5%
FFIV vs EXR
-1.5%
+41.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | -32.4% | +18.8% | -51.2% | -35.7% |
| 3M | -22.7% | +9.9% | -32.6% | -24.9% |
| 6M | -10.7% | +12.6% | -23.3% | -14.2% |
| YTD | +25.4% | +26.5% | -1.1% | +15.4% |
| 1Y | +34.2% | +24.5% | +9.7% | +24.1% |
| 3Y | +101.2% | +52.4% | +48.8% | +64.1% |
| All | +39.5% | -1.5% | +41.0% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling