+416.7%
FLEX vs EXR
-0.3%
+417.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.7% |
| 7D | -19.3% | +5.2% | -24.5% | -20.7% |
| 30D | -41.5% | +20.9% | -62.4% | -45.1% |
| 3M | -43.1% | +7.7% | -50.8% | -44.6% |
| 6M | -48.2% | +13.2% | -61.4% | -50.8% |
| YTD | +15.5% | +26.5% | -11.0% | +5.6% |
| 1Y | +10.2% | +27.2% | -17.0% | +0.5% |
| 3Y | +256.8% | +71.5% | +185.3% | +176.2% |
| All | +416.7% | -0.3% | +417.0% | +370.7% |
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 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