+33.9%
FSLY vs EXR
+27.0%
+7.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -22.4% | +2.7% | -25.1% | -22.5% |
| 30D | -45.5% | +18.9% | -64.4% | -46.9% |
| 3M | -30.4% | +8.4% | -38.8% | -31.2% |
| 6M | -22.1% | +14.3% | -36.4% | -24.6% |
| YTD | +57.0% | +27.2% | +29.7% | +45.7% |
| All | +33.9% | +27.0% | +7.0% | +24.9% |
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