+1,947.1%
FTNT vs EXR
+215.7%
+1,731.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | +5.7% | -1.2% | +6.9% | +6.2% |
| 30D | -32.1% | +18.3% | -50.4% | -36.2% |
| 3M | -19.5% | +9.1% | -28.5% | -22.2% |
| 6M | +13.8% | +11.7% | +2.0% | +8.5% |
| YTD | +63.1% | +25.7% | +37.4% | +47.7% |
| 1Y | +57.7% | +24.9% | +32.8% | +43.0% |
| 3Y | +154.9% | +51.4% | +103.4% | +105.2% |
| 5Y | +89.3% | -1.9% | +91.2% | +82.1% |
| All | +1,947.1% | +215.7% | +1,731.4% | +1,388.4% |
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