+156.4%
ADBE vs EXR
+144.7%
+11.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.1% |
| 7D | -8.9% | -3.1% | -5.8% | -8.0% |
| 30D | -6.6% | -7.5% | +0.9% | -4.3% |
| 3M | +7.1% | -7.5% | +14.6% | +10.0% |
| 6M | -9.8% | -5.2% | -4.6% | -8.5% |
| YTD | -27.2% | +6.5% | -33.7% | -29.2% |
| 1Y | -28.0% | -2.0% | -26.0% | -28.2% |
| 3Y | -54.5% | +21.5% | -76.1% | -59.0% |
| 5Y | -61.5% | -11.5% | -50.0% | -61.2% |
| 10Y | +156.4% | +148.0% | +8.5% | +101.2% |
| All | +156.4% | +144.7% | +11.7% | +101.2% |
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