-73.4%
FRSH vs EXR
+7.6%
-81.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.6% | -0.4% | +5.1% | +4.8% |
| 30D | -7.5% | +18.2% | -25.7% | -15.2% |
| 3M | -0.1% | +7.3% | -7.4% | -3.9% |
| 6M | +54.5% | +13.8% | +40.7% | +43.8% |
| YTD | +3.4% | +25.9% | -22.5% | -10.1% |
| 1Y | +6.4% | +25.8% | -19.4% | -7.5% |
| 3Y | -26.3% | +53.7% | -80.0% | -45.9% |
| 5Y | -66.4% | -1.8% | -64.7% | -68.9% |
| All | -73.4% | +7.6% | -81.0% | -76.1% |
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