+111.5%
AAPL vs EXR
-10.8%
+122.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +0.1% | -2.6% | +2.6% | +1.0% |
| 30D | +3.0% | -7.2% | +10.2% | +5.7% |
| 3M | +2.9% | -3.5% | +6.4% | +4.0% |
| 6M | +22.1% | -5.3% | +27.4% | +24.0% |
| YTD | +18.0% | +9.4% | +8.7% | +13.3% |
| 1Y | +33.9% | +1.3% | +32.6% | +31.8% |
| 3Y | +71.2% | +22.4% | +48.8% | +52.0% |
| All | +111.5% | -10.8% | +122.2% | +112.2% |
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 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