+48.7%
ADP vs EXR
-1.8%
+50.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +10.6% | +18.2% | -7.7% | +4.6% |
| 3M | +12.9% | +7.3% | +5.6% | +10.2% |
| 6M | +50.6% | +13.8% | +36.8% | +44.3% |
| YTD | +23.2% | +25.9% | -2.7% | +13.4% |
| 1Y | +25.3% | +25.8% | -0.5% | +15.3% |
| 3Y | +47.1% | +53.7% | -6.6% | +20.5% |
| All | +48.7% | -1.8% | +50.4% | +44.7% |
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