-12.0%
A vs EXR
-11.8%
-0.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -1.9% | -2.6% | +0.6% | -0.9% |
| 30D | +6.9% | -7.2% | +14.1% | +10.1% |
| 3M | +9.2% | -3.5% | +12.7% | +10.6% |
| 6M | +25.7% | -5.3% | +31.0% | +28.0% |
| YTD | +11.5% | +9.4% | +2.2% | +6.6% |
| 1Y | +18.4% | +1.3% | +17.0% | +16.5% |
| 3Y | +26.6% | +22.4% | +4.2% | +12.7% |
| All | -12.0% | -11.8% | -0.2% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling