+769.4%
FLEX vs EXR
+3,094.9%
-2,325.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.9% |
| 7D | -19.3% | +5.2% | -24.5% | -21.6% |
| 30D | -41.5% | +20.9% | -62.4% | -47.2% |
| 3M | -43.1% | +7.7% | -50.8% | -45.6% |
| 6M | -48.2% | +13.2% | -61.4% | -52.3% |
| YTD | +15.5% | +26.5% | -11.0% | +0.4% |
| 1Y | +10.2% | +27.2% | -17.0% | -4.7% |
| 3Y | +256.8% | +71.5% | +185.3% | +151.0% |
| 5Y | +408.2% | +0.4% | +407.8% | +360.4% |
| 10Y | +580.8% | +225.2% | +355.6% | +193.1% |
| All | +769.4% | +3,094.9% | -2,325.5% | -19.6% |
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