+473.3%
FLEX vs EXR
-0.9%
+474.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.2% | -1.1% | +3.4% | +2.6% |
| 30D | -32.6% | +18.8% | -51.4% | -36.4% |
| 3M | -35.5% | +9.9% | -45.4% | -37.6% |
| 6M | -45.6% | +12.6% | -58.2% | -48.2% |
| YTD | +30.7% | +26.5% | +4.2% | +19.6% |
| 1Y | +28.4% | +24.5% | +3.9% | +18.0% |
| 3Y | +301.7% | +52.4% | +249.2% | +227.5% |
| 5Y | +473.3% | -1.5% | +474.8% | +426.3% |
| All | +473.3% | -0.9% | +474.2% | +426.3% |
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