+1,123.2%
A vs EXR
+2,662.2%
-1,539.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 1Y | +18.4% | +1.3% | +17.0% | +16.7% |
| 3Y | +26.6% | +22.4% | +4.2% | +13.5% |
| 5Y | -12.8% | -12.2% | -0.6% | -12.3% |
| 10Y | +247.2% | +148.6% | +98.6% | +116.9% |
| All | +1,123.2% | +2,662.2% | -1,539.0% | +186.0% |
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