+58.7%
FLR vs EXR
+24.9%
+33.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +5.4% | -2.6% | +8.0% | +6.0% |
| 30D | +11.4% | -7.2% | +18.6% | +13.1% |
| 3M | +11.4% | -3.5% | +14.9% | +11.8% |
| 6M | +16.6% | -5.3% | +21.9% | +17.2% |
| YTD | +41.7% | +9.4% | +32.4% | +38.0% |
| 1Y | +35.4% | +1.3% | +34.1% | +33.7% |
| All | +58.7% | +24.9% | +33.9% | +49.6% |
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 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