+374.8%
ALL vs EXR
+221.5%
+153.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -1.9% | +5.2% | -7.1% | -3.2% |
| 30D | +13.8% | +20.9% | -7.1% | +8.3% |
| 3M | -7.0% | +7.7% | -14.7% | -8.8% |
| 6M | +18.0% | +13.2% | +4.9% | +14.2% |
| YTD | +24.2% | +26.5% | -2.3% | +16.4% |
| 1Y | +31.2% | +27.2% | +4.0% | +22.8% |
| 3Y | +107.5% | +71.5% | +36.0% | +74.2% |
| 5Y | +144.8% | +0.4% | +144.4% | +136.2% |
| All | +374.8% | +221.5% | +153.3% | +240.0% |
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