+8.4%
FLR vs EXR
+205.9%
-197.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +5.1% | +1.7% | +3.4% | +4.7% |
| 30D | -0.5% | +18.0% | -18.5% | -4.1% |
| 3M | -3.5% | +9.7% | -13.1% | -5.5% |
| 6M | +16.5% | +13.4% | +3.0% | +12.8% |
| YTD | +27.3% | +26.3% | +1.0% | +20.2% |
| 1Y | +10.6% | +27.6% | -16.9% | +4.2% |
| 3Y | +39.4% | +52.2% | -12.8% | +23.3% |
| 5Y | +126.4% | -1.1% | +127.5% | +118.9% |
| 10Y | +8.4% | +216.8% | -208.4% | -9.3% |
| All | +8.4% | +205.9% | -197.5% | -9.3% |
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