+4.7%
FTV vs EXR
-11.8%
+16.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | -4.5% | -2.6% | -1.9% | -3.6% |
| 30D | -7.1% | -7.2% | +0.1% | -4.5% |
| 3M | -7.2% | -3.5% | -3.7% | -6.0% |
| 6M | -1.5% | -5.3% | +3.8% | +0.1% |
| YTD | +3.5% | +9.4% | -5.9% | -0.4% |
| 1Y | +20.3% | +1.3% | +19.0% | +18.8% |
| 3Y | -3.1% | +22.4% | -25.5% | -13.1% |
| All | +4.7% | -11.8% | +16.6% | +5.7% |
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