+24.1%
FLR vs EXR
+151.1%
-127.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.7% | -0.7% | +1.3% | +0.8% |
| 30D | -0.7% | -6.9% | +6.3% | +0.9% |
| 3M | +14.3% | -3.0% | +17.3% | +14.7% |
| 6M | +25.6% | -2.9% | +28.5% | +25.9% |
| YTD | +42.9% | +9.3% | +33.6% | +39.5% |
| 1Y | +38.7% | -0.9% | +39.7% | +38.1% |
| 3Y | +61.8% | +24.7% | +37.1% | +50.0% |
| 5Y | +254.1% | -11.7% | +265.8% | +250.9% |
| All | +24.1% | +151.1% | -127.0% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling