+26.4%
AGNC vs EXR
-10.8%
+37.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -5.7% | -6.2% | +0.5% | -3.3% |
| 3M | +1.9% | -7.4% | +9.3% | +4.9% |
| 6M | +1.8% | -0.5% | +2.3% | +1.8% |
| YTD | +3.4% | +8.1% | -4.6% | 0.0% |
| 1Y | +13.6% | -2.9% | +16.5% | +14.2% |
| 3Y | +60.4% | +22.9% | +37.4% | +45.0% |
| All | +26.4% | -10.8% | +37.3% | +27.8% |
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