-5.3%
FSLY vs EXR
+68.3%
-73.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +7.0% |
| 7D | +11.2% | -3.1% | +14.2% | +12.9% |
| 30D | -18.2% | -7.5% | -10.6% | -14.9% |
| 3M | +21.9% | -7.5% | +29.4% | +26.1% |
| 6M | +4.0% | -5.2% | +9.2% | +5.6% |
| YTD | +123.1% | +6.5% | +116.6% | +112.1% |
| 1Y | +196.9% | -2.0% | +198.9% | +193.7% |
| 3Y | -1.3% | +21.5% | -22.8% | -15.8% |
| 5Y | -50.2% | -11.5% | -38.7% | -49.7% |
| All | -5.3% | +68.3% | -73.6% | -20.3% |
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 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