+131.2%
FTV vs EXR
+160.9%
-29.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | -1.1% | +0.5% | -0.3% |
| 30D | +18.3% | +18.8% | -0.4% | +11.6% |
| 3M | +10.2% | +9.9% | +0.3% | +6.7% |
| 6M | +12.8% | +12.6% | +0.2% | +8.2% |
| YTD | +23.4% | +26.5% | -3.1% | +13.4% |
| 1Y | +31.4% | +24.5% | +6.9% | +21.4% |
| 3Y | +38.7% | +52.4% | -13.8% | +17.3% |
| 5Y | +18.6% | -1.5% | +20.1% | +14.2% |
| 10Y | +110.1% | +216.0% | -105.8% | +47.1% |
| All | +131.2% | +160.9% | -29.7% | +69.1% |
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