+182.1%
FSLY vs EXR
+1.1%
+181.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -10.6% | -2.6% | -8.1% | -10.5% |
| 30D | -20.9% | -7.2% | -13.7% | -20.5% |
| 3M | +3.4% | -3.5% | +6.9% | +3.1% |
| 6M | +2.7% | -5.3% | +8.0% | +0.6% |
| YTD | +102.3% | +9.4% | +92.9% | +101.4% |
| 1Y | +182.1% | +1.3% | +180.7% | +182.3% |
| All | +182.1% | +1.1% | +181.0% | +182.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling