+278.4%
FTI vs EXR
+23.6%
+254.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | +12.3% | -6.9% | +19.3% | +13.6% |
| 3M | +13.8% | -3.0% | +16.7% | +14.1% |
| 6M | +24.3% | -2.9% | +27.2% | +24.5% |
| YTD | +75.8% | +9.3% | +66.5% | +72.0% |
| 1Y | +99.6% | -0.9% | +100.6% | +98.6% |
| 3Y | +278.4% | +24.7% | +253.7% | +260.6% |
| All | +278.4% | +23.6% | +254.8% | +260.6% |
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