+130.7%
FTV vs EXR
+160.5%
-29.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +1.4% | +1.7% | -0.4% | +0.8% |
| 30D | +18.3% | +18.0% | +0.2% | +11.8% |
| 3M | +9.8% | +9.7% | +0.2% | +6.4% |
| 6M | +12.3% | +13.4% | -1.1% | +7.4% |
| YTD | +23.1% | +26.3% | -3.2% | +13.2% |
| 1Y | +32.5% | +27.6% | +5.0% | +21.5% |
| 3Y | +38.3% | +52.2% | -13.8% | +17.1% |
| 5Y | +16.8% | -1.1% | +17.9% | +12.4% |
| 10Y | +106.6% | +216.8% | -110.3% | +44.5% |
| All | +130.7% | +160.5% | -29.8% | +68.8% |
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