+154.6%
FTNT vs EXR
-10.8%
+165.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | -1.4% | -6.9% | +5.6% | +1.4% |
| 3M | +10.1% | -3.0% | +13.1% | +11.0% |
| 6M | +88.2% | -2.9% | +91.1% | +88.7% |
| YTD | +98.3% | +9.3% | +89.0% | +87.4% |
| 1Y | +96.0% | -0.9% | +96.9% | +93.0% |
| 3Y | +145.8% | +24.7% | +121.1% | +100.4% |
| 5Y | +154.6% | -11.7% | +166.3% | +160.0% |
| All | +154.6% | -10.8% | +165.5% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling