+19.6%
FLEX vs EXR
+26.0%
-6.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -13.6% | +1.7% | -15.4% | -13.6% |
| 30D | -36.5% | +18.0% | -54.5% | -37.7% |
| 3M | -36.4% | +9.7% | -46.1% | -36.9% |
| 6M | -46.5% | +13.4% | -59.9% | -48.5% |
| YTD | +25.9% | +26.3% | -0.4% | +18.8% |
| 1Y | +19.6% | +27.6% | -8.0% | +12.0% |
| All | +19.6% | +26.0% | -6.5% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling