-33.4%
FSLY vs EXR
+101.1%
-134.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -22.4% | +2.7% | -25.1% | -23.4% |
| 30D | -45.5% | +18.9% | -64.4% | -50.4% |
| 3M | -30.4% | +8.4% | -38.8% | -33.6% |
| 6M | -22.1% | +14.3% | -36.4% | -28.2% |
| YTD | +57.0% | +27.2% | +29.7% | +35.7% |
| 1Y | +38.2% | +25.9% | +12.3% | +20.1% |
| 3Y | -2.5% | +54.6% | -57.1% | -26.9% |
| 5Y | -68.8% | -0.6% | -68.2% | -70.6% |
| All | -33.4% | +101.1% | -134.5% | -49.0% |
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