+281.8%
ADP vs EXR
+148.5%
+133.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -3.4% | -2.6% | -0.9% | -2.5% |
| 30D | +2.8% | -7.2% | +10.0% | +5.6% |
| 3M | +20.9% | -3.5% | +24.4% | +22.6% |
| 6M | +29.9% | -5.3% | +35.2% | +32.1% |
| YTD | +9.6% | +9.4% | +0.3% | +5.4% |
| 1Y | -5.3% | +1.3% | -6.6% | -6.5% |
| 3Y | +16.5% | +22.4% | -5.9% | +3.5% |
| 5Y | +49.4% | -12.2% | +61.6% | +49.1% |
| All | +281.8% | +148.5% | +133.3% | +164.4% |
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