+222.9%
FLR vs EXR
+2,662.2%
-2,439.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | +5.4% | -2.6% | +8.0% | +6.6% |
| 30D | +11.4% | -7.2% | +18.6% | +14.9% |
| 3M | +11.4% | -3.5% | +14.9% | +12.4% |
| 6M | +16.6% | -5.3% | +21.9% | +18.6% |
| YTD | +41.7% | +9.4% | +32.4% | +35.2% |
| 1Y | +35.4% | +1.3% | +34.1% | +33.0% |
| 3Y | +57.3% | +22.4% | +34.9% | +37.0% |
| 5Y | +241.0% | -12.2% | +253.2% | +232.0% |
| 10Y | +16.6% | +148.6% | -131.9% | -35.7% |
| All | +222.9% | +2,662.2% | -2,439.3% | -52.6% |
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 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