-75.0%
FRSH vs EXR
-8.4%
-66.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -11.2% | -3.2% | -7.9% | -9.7% |
| 30D | -0.8% | -6.9% | +6.1% | +2.9% |
| 3M | +26.4% | -7.8% | +34.2% | +31.9% |
| 6M | +48.4% | -4.9% | +53.2% | +51.2% |
| YTD | -3.1% | +7.2% | -10.3% | -8.2% |
| 1Y | -8.7% | -1.5% | -7.2% | -9.7% |
| 3Y | -45.8% | +22.3% | -68.1% | -54.9% |
| All | -75.0% | -8.4% | -66.6% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling