+310.7%
FTI vs EXR
+144.7%
+165.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -2.3% | -3.1% | +0.7% | -1.6% |
| 30D | +5.0% | -7.5% | +12.6% | +7.0% |
| 3M | +13.8% | -7.5% | +21.4% | +15.8% |
| 6M | +22.9% | -5.2% | +28.1% | +23.9% |
| YTD | +75.0% | +6.5% | +68.5% | +71.2% |
| 1Y | +96.9% | -2.0% | +98.9% | +96.3% |
| 3Y | +276.7% | +21.5% | +255.2% | +248.2% |
| 5Y | +1,157.0% | -11.5% | +1,168.5% | +1,151.2% |
| 10Y | +310.7% | +148.0% | +162.7% | +246.9% |
| All | +310.7% | +144.7% | +165.9% | +246.9% |
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 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