-68.5%
FLNC vs EXR
-8.0%
-60.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.7% | +6.7% |
| 7D | +6.0% | -0.7% | +6.6% | +6.4% |
| 30D | -16.3% | -6.9% | -9.4% | -12.2% |
| 3M | -54.1% | -3.0% | -51.1% | -54.0% |
| 6M | -25.3% | -2.9% | -22.4% | -26.1% |
| YTD | -44.2% | +9.3% | -53.5% | -49.5% |
| 1Y | +53.1% | -0.9% | +54.1% | +48.1% |
| 3Y | -58.3% | +24.7% | -83.0% | -67.2% |
| All | -68.5% | -8.0% | -60.4% | -66.4% |
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 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