+53.1%
FTNT vs EXR
+26.8%
+26.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -1.0% | -1.1% | +0.1% | -1.4% |
| 30D | -33.6% | +18.8% | -52.4% | -30.0% |
| 3M | -20.9% | +9.9% | -30.8% | -17.8% |
| 6M | +11.0% | +12.6% | -1.7% | +16.0% |
| YTD | +61.3% | +26.5% | +34.8% | +67.2% |
| 1Y | +53.1% | +24.5% | +28.6% | +58.2% |
| All | +53.1% | +26.8% | +26.3% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling