+184.3%
FTI vs EXR
+217.4%
-33.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | -6.3% | +18.8% | -25.0% | -10.3% |
| 3M | -13.1% | +9.9% | -23.0% | -15.3% |
| 6M | -8.0% | +12.6% | -20.6% | -11.1% |
| YTD | +47.1% | +26.5% | +20.6% | +37.4% |
| 1Y | +50.7% | +24.5% | +26.2% | +41.4% |
| 3Y | +209.0% | +52.4% | +156.5% | +168.5% |
| 5Y | +847.0% | -1.5% | +848.5% | +816.7% |
| 10Y | +184.3% | +216.0% | -31.7% | +125.7% |
| All | +184.3% | +217.4% | -33.1% | +125.7% |
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