+1,575.0%
FTI vs EXR
+2,662.2%
-1,087.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +5.3% | -2.6% | +7.8% | +6.3% |
| 30D | +15.3% | -7.2% | +22.5% | +18.6% |
| 3M | +15.8% | -3.5% | +19.3% | +17.0% |
| 6M | +22.6% | -5.3% | +27.9% | +24.3% |
| YTD | +79.5% | +9.4% | +70.2% | +71.6% |
| 1Y | +102.0% | +1.3% | +100.7% | +98.2% |
| 3Y | +315.8% | +22.4% | +293.4% | +265.7% |
| 5Y | +1,129.5% | -12.2% | +1,141.7% | +1,106.4% |
| 10Y | +320.9% | +148.6% | +172.4% | +148.0% |
| All | +1,575.0% | +2,662.2% | -1,087.2% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling