+45.4%
ADP vs EXR
+54.2%
-8.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.9% | -1.1% | +2.1% | +1.2% |
| 30D | +11.9% | +18.8% | -6.9% | +7.5% |
| 3M | +13.7% | +9.9% | +3.8% | +11.2% |
| 6M | +46.8% | +12.6% | +34.1% | +42.9% |
| YTD | +21.8% | +26.5% | -4.7% | +15.1% |
| 1Y | +23.5% | +24.5% | -1.0% | +17.2% |
| All | +45.4% | +54.2% | -8.8% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling