+308.7%
A vs EXR
+205.9%
+102.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +1.4% | +1.7% | -0.4% | +0.8% |
| 30D | +4.3% | +18.0% | -13.7% | -1.6% |
| 3M | +19.8% | +9.7% | +10.1% | +15.8% |
| 6M | +54.4% | +13.4% | +40.9% | +47.2% |
| YTD | +31.7% | +26.3% | +5.4% | +20.4% |
| 1Y | +22.4% | +27.6% | -5.1% | +11.5% |
| 3Y | +67.7% | +52.2% | +15.5% | +41.9% |
| 5Y | +15.7% | -1.1% | +16.8% | +11.8% |
| 10Y | +308.7% | +216.8% | +91.9% | +207.3% |
| All | +308.7% | +205.9% | +102.8% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling