+190.0%
FLR vs EXR
+3,090.1%
-2,900.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +5.1% | +1.7% | +3.4% | +4.3% |
| 30D | -0.5% | +18.0% | -18.5% | -7.3% |
| 3M | -3.5% | +9.7% | -13.1% | -7.3% |
| 6M | +16.5% | +13.4% | +3.0% | +9.6% |
| YTD | +27.3% | +26.3% | +1.0% | +14.2% |
| 1Y | +10.6% | +27.6% | -16.9% | -1.3% |
| 3Y | +39.4% | +52.2% | -12.8% | +10.8% |
| 5Y | +126.4% | -1.1% | +127.5% | +110.0% |
| 10Y | +8.4% | +216.8% | -208.4% | -46.2% |
| All | +190.0% | +3,090.1% | -2,900.1% | -60.0% |
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