-45.6%
FRSH vs EXR
+24.5%
-70.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.9% | -4.9% |
| 7D | -10.1% | -0.7% | -9.4% | -9.9% |
| 30D | +2.2% | -6.9% | +9.1% | +4.8% |
| 3M | +28.6% | -3.0% | +31.6% | +30.2% |
| 6M | +40.2% | -2.9% | +43.2% | +41.3% |
| YTD | -1.2% | +9.3% | -10.5% | -5.7% |
| 1Y | -7.9% | -0.9% | -7.0% | -8.6% |
| All | -45.6% | +24.5% | -70.1% | -50.1% |
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 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