+237.8%
A vs EXR
+147.0%
+90.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +0.6% | -6.9% | +7.5% | +3.1% |
| 3M | +10.9% | -3.0% | +13.9% | +11.9% |
| 6M | +28.2% | -2.9% | +31.1% | +29.1% |
| YTD | +8.6% | +9.3% | -0.7% | +4.6% |
| 1Y | +15.5% | -0.9% | +16.5% | +15.0% |
| 3Y | +31.8% | +24.7% | +7.1% | +19.6% |
| 5Y | -14.9% | -11.7% | -3.2% | -14.2% |
| 10Y | +237.8% | +148.4% | +89.4% | +169.2% |
| All | +237.8% | +147.0% | +90.8% | +169.2% |
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