-4.3%
FSLY vs EXR
+69.9%
-74.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.3% |
| 7D | -31.4% | +5.2% | -36.6% | -32.7% |
| 30D | -37.3% | +20.9% | -58.2% | -41.8% |
| 3M | -30.1% | +7.7% | -37.8% | -32.3% |
| 6M | -49.8% | +13.2% | -63.0% | -52.5% |
| YTD | +55.7% | +26.5% | +29.2% | +39.4% |
| 1Y | +44.5% | +27.2% | +17.3% | +29.0% |
| 3Y | -4.3% | +71.5% | -75.9% | -26.0% |
| All | -4.3% | +69.9% | -74.2% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling