-61.0%
FLNC vs EXR
+23.2%
-84.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.0% |
| 7D | -4.1% | -1.2% | -2.9% | -3.3% |
| 30D | -24.8% | -6.2% | -18.6% | -21.9% |
| 3M | -59.1% | -7.4% | -51.7% | -57.8% |
| 6M | -42.0% | -0.5% | -41.4% | -43.7% |
| YTD | -49.8% | +8.1% | -57.9% | -54.2% |
| 1Y | +43.1% | -2.9% | +46.0% | +40.4% |
| 3Y | -61.0% | +22.9% | -83.9% | -67.4% |
| All | -61.0% | +23.2% | -84.1% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling