+1,264.5%
FLEX vs EXR
+2,662.2%
-1,397.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | -0.9% | -2.6% | +1.7% | +0.4% |
| 30D | -10.1% | -7.2% | -3.0% | -6.8% |
| 3M | -31.3% | -3.5% | -27.8% | -30.9% |
| 6M | +71.3% | -5.3% | +76.6% | +74.7% |
| YTD | +81.2% | +9.4% | +71.9% | +70.9% |
| 1Y | +98.5% | +1.3% | +97.2% | +93.7% |
| 3Y | +428.2% | +22.4% | +405.8% | +346.7% |
| 5Y | +657.3% | -12.2% | +669.5% | +634.9% |
| 10Y | +995.9% | +148.6% | +847.4% | +446.9% |
| All | +1,264.5% | +2,662.2% | -1,397.7% | +36.8% |
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