-55.6%
FSLY vs EXR
-11.8%
-43.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.8% |
| 7D | -10.6% | -2.6% | -8.1% | -9.2% |
| 30D | -20.9% | -7.2% | -13.7% | -17.6% |
| 3M | +3.4% | -3.5% | +6.9% | +4.8% |
| 6M | +2.7% | -5.3% | +8.0% | +4.6% |
| YTD | +102.3% | +9.4% | +92.9% | +88.0% |
| 1Y | +182.1% | +1.3% | +180.7% | +173.0% |
| 3Y | -14.6% | +22.4% | -37.0% | -30.5% |
| All | -55.6% | -11.8% | -43.7% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling