+1,319.1%
A vs EXR
+3,094.9%
-1,775.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -0.1% | +5.2% | -5.3% | -2.1% |
| 30D | +3.4% | +20.9% | -17.5% | -4.3% |
| 3M | +23.8% | +7.7% | +16.1% | +19.8% |
| 6M | +49.0% | +13.2% | +35.8% | +41.2% |
| YTD | +29.4% | +26.5% | +2.9% | +16.7% |
| 1Y | +19.4% | +27.2% | -7.8% | +7.3% |
| 3Y | +66.2% | +71.5% | -5.3% | +29.9% |
| 5Y | +15.8% | +0.4% | +15.4% | +10.3% |
| 10Y | +326.1% | +225.2% | +100.9% | +138.6% |
| All | +1,319.1% | +3,094.9% | -1,775.8% | +212.3% |
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 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