+93.9%
FTV vs EXR
+125.5%
-31.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | -4.5% | -2.6% | -1.9% | -3.6% |
| 30D | -7.1% | -7.2% | +0.1% | -4.7% |
| 3M | -7.2% | -3.5% | -3.7% | -6.1% |
| 6M | -1.5% | -5.3% | +3.8% | 0.0% |
| YTD | +3.5% | +9.4% | -5.9% | 0.0% |
| 1Y | +20.3% | +1.3% | +19.0% | +19.0% |
| 3Y | -3.1% | +22.4% | -25.5% | -11.8% |
| 5Y | +2.3% | -12.2% | +14.6% | +2.5% |
| 10Y | +76.3% | +148.6% | -72.3% | +31.6% |
| All | +93.9% | +125.5% | -31.6% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling