+18.0%
FTV vs EXR
-1.8%
+19.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.9% | -0.4% | +4.3% | +4.1% |
| 30D | +18.7% | +18.2% | +0.4% | +11.5% |
| 3M | +10.0% | +7.3% | +2.7% | +7.1% |
| 6M | +14.6% | +13.8% | +0.7% | +8.9% |
| YTD | +23.4% | +25.9% | -2.5% | +12.6% |
| 1Y | +31.3% | +25.8% | +5.5% | +19.8% |
| 3Y | +39.8% | +53.7% | -13.9% | +14.5% |
| All | +18.0% | -1.8% | +19.8% | +14.7% |
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