+3,323.7%
FFIV vs EXR
+2,662.2%
+661.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.0% | -2.6% | +1.6% | -0.1% |
| 30D | -5.1% | -7.2% | +2.1% | -2.7% |
| 3M | -4.5% | -3.5% | -1.0% | -3.6% |
| 6M | +36.5% | -5.3% | +41.8% | +38.2% |
| YTD | +53.0% | +9.4% | +43.6% | +46.7% |
| 1Y | +24.2% | +1.3% | +22.9% | +22.1% |
| 3Y | +137.2% | +22.4% | +114.8% | +111.5% |
| 5Y | +91.8% | -12.2% | +104.0% | +90.0% |
| 10Y | +215.2% | +148.6% | +66.6% | +101.3% |
| All | +3,323.7% | +2,662.2% | +661.4% | +746.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling