+314.7%
A vs EXR
+216.3%
+98.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.5% | -0.4% | 0.0% | -0.3% |
| 30D | 0.0% | +18.2% | -18.2% | -5.8% |
| 3M | +16.7% | +7.3% | +9.4% | +13.6% |
| 6M | +54.8% | +13.8% | +41.0% | +47.5% |
| YTD | +28.8% | +25.9% | +2.9% | +17.8% |
| 1Y | +19.3% | +25.8% | -6.5% | +9.2% |
| 3Y | +65.5% | +53.7% | +11.8% | +39.5% |
| 5Y | +12.1% | -1.8% | +13.8% | +8.5% |
| All | +314.7% | +216.3% | +98.4% | +210.3% |
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